A jackson network under general regime

Yair Y. Shaki

Research output: Contribution to journalArticlepeer-review

Abstract

We consider a Jackson network in a general heavy traffic diffusion regime with the α-parametrization. We also assume that each customer may abandon the system while waiting. We show that in this regime the queue-length process converges to a multi-dimensional regulated Ornstein– Uhlenbeck process.

Original languageEnglish
Pages (from-to)532-548
Number of pages17
JournalBrazilian Journal of Probability and Statistics
Volume33
Issue number3
DOIs
StatePublished - 2019
Externally publishedYes

Bibliographical note

Publisher Copyright:
© Brazilian Statistical Association, 2019.

Keywords

  • Conventional diffusion regime
  • Diffusion limits
  • Halfin
  • Heavy traffic
  • Jackson network
  • Many-server queue
  • Whitt regime

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