Heavy traffic analysis of a transportation network model

We study a model of a stochastic transportation system introduced by Crane. By adapting constructions of multidimensional reflected Brownian motion (RBM) that have since been developed for feedforward queueing networks, we generalize Crane's original functional central limit theorem results to...

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Veröffentlicht in:Journal of applied probability 1996-09, Vol.33 (3), p.870-885
Hauptverfasser: Peterson, William P., Wein, Lawrence M.
Format: Artikel
Sprache:eng
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Zusammenfassung:We study a model of a stochastic transportation system introduced by Crane. By adapting constructions of multidimensional reflected Brownian motion (RBM) that have since been developed for feedforward queueing networks, we generalize Crane's original functional central limit theorem results to a full vector setting, giving an explicit development for the case in which all terminals in the model experience heavy traffic conditions. We investigate product form conditions for the stationary distribution of our resulting RBM limit, and contrast our results for transportation networks with those for traditional queueing network models.
ISSN:0021-9002
1475-6072
DOI:10.2307/3215365