Title of article :
Monotonicity properties of multi-dimensional reflected diffusions in random environment and applications
Author/Authors :
Rabehasaina، نويسنده , , Landy، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Pages :
22
From page :
178
To page :
199
Abstract :
We consider an N -dimensional reflected process, modeling an infinite capacity fluid queues network, of which service and input rates depend on the queue levels as well as on the state of an exterior ergodic stationary process. N is the number of queues in the network. We prove a monotonicity result for such a process, from which we deduce stability results for networks of queues. Particular attention is paid to the case N = 2 . Next, we give some applications of those stability results.
Keywords :
Fluid queues , Stochastic networks , Reflected stochastic differential equation
Journal title :
Stochastic Processes and their Applications
Serial Year :
2006
Journal title :
Stochastic Processes and their Applications
Record number :
1577746
Link To Document :
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