Rate of convergence of the fluid approximation for generalized Jackson networks

Journal of Applied Probability

Volumn 33, Issue 3, 1996, Pages 804-814

  Chen, Hong ^a  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Fluid approximation; Queueing network; Rate of convergence

Indexed keywords

EID: 0030507617     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0021900200100221     Document Type: Article

References (12)

1. BERTSIMAS, D., PASCHALIDIS, I. CH. AND TSITSIKLIS, J. N. (1994) On the large deviations behaviour of acyclic networks of G/G/1 queues. Working paper. Operations Research Center, MIT, Cambridge, MA.
2. CHEN, H. AND MANDELBAUM, A. (1991) Discrete flow networks: Bottleneck analysis and fluid approximations. Math. Operat. Res. 16, 408-446.
3. CHEN, H. AND MANDELBAUM, A. (1994) Hierarchical modelling of stochastic networks, part II: strong approximations. In Stochastic Modeling and Analysis of Manufacturing Systems. ed. D. D. Yao. Springer, Berlin, pp. 107-131.
4. CHUNG, K. L. (1974) A Course in Probability Theory. Academic Press, New York.
5. DE VECIANA, G., COURCOUBETIS, C. AND WALRAND, J. (1993) Decoupling bandwidths for networks: a decomposition approach to resource management. IEEEIACM Trans. Networking (submitted).
6. DEMBO AND ZEITOUNI (1993) Large Deviations Techniques and Applications. Jones and Bartlett, Boston.
7. HARRISON, J. M. AND REIMAN, M. I. (1981) Reflected Brownian motion on an orthant. Ann. Prob. 9, 302-308.
8. HEYMAN, D. P. AND SOBEL, M. J. (1982) Stochastic Models in Operations Research, Volume I: Stochastic Processes and Operating Characteristics. McGraw-Hill, New York.
9. JOHNSON, D. P. (1983) Diffusion approximations for optimal filtering of jump processes and for queueing networks. Ph.D. dissertation. University of Wisconsin.
10. PUHALSKII, A. (1994) Large deviation analysis of the single server queue. Preprint.
11. REIMAN, M. I. (1984) Open queueing networks in heavy traffic. Math. Operat. Res. 9, 441-458.
12. WHITT, W. (1974) Preservation of rates of convergence under mappings. Z. Wahrscheinlichkeitsth. 29, 39-44.