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Diffusion limits for congestion models

Published online by Cambridge University Press:  14 July 2016

Donald R. Mcneil
Donald R. Mcneil*
Affiliation:
Princeton University
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Abstract

Heuristic methods yield simple limiting results for the behaviour of input-output systems under conditions of heavy traffic. It is assumed that the input is time-dependent, while the output rate depends entirely on the content of the system. It is shown that the content, when suitably normalized and scaled, behaves like a (non-stationary) Ornstein-Uhlenbeck process.

Keywords

HEAVY TRAFFICASYMPTOTICDIFFUSION PROCESSCONGESTION MODEL

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 10 , Issue 2 , June 1973 , pp. 368 - 376
Copyright
Copyright © Applied Probability Trust 1973 

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References

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