A degenerate central limit theorem for single resource loss systems

Authors :: Christine Fricker
Danielle Tibi
Philippe Robert
Laboratoire de Probabilités et Modèles Aléatoires (LPMA)
Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS)
Networks, Algorithms and Probabilities (RAP)
Inria Paris-Rocquencourt
Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)
INRIA
Benassù, Serena
Source :: Annals of Applied Probability, Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2003, 13 n.2, pp.561-575, [Research Report] RR-4445, INRIA. 2002, Annals of Applied Probability, 2003, 13 n.2, pp.561-575, Ann. Appl. Probab. 13, no. 2 (2003), 561-575
Publication Year :: 2003
Publisher :: HAL CCSD, 2003.
Abstract: Loss networks in heavy traffic under Kelly's scaling are analyzed. In the case of a single node and $R$ classes of calls, a degenerate diffusion approximation theorem around the corresponding fluid limit in an $({R-1})$-dimensional hyperplane is proved.

Language :: English
ISSN :: 10505164 and 21688737
Database :: OpenAIRE
Journal :: Annals of Applied Probability, Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2003, 13 n.2, pp.561-575, [Research Report] RR-4445, INRIA. 2002, Annals of Applied Probability, 2003, 13 n.2, pp.561-575, Ann. Appl. Probab. 13, no. 2 (2003), 561-575
Accession number :: edsair.doi.dedup.....f9547414fd258566ede2599a66880253

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