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Theory of Probability and Mathematical Statistics

ISSN 1547-7363(online) ISSN 0094-9000(print)

 
 

 

On the asymptotic merging of the set of nodes in stochastic networks


Authors: E. O. Lebedev and G. V. Livinska
Translated by: S. V. Kvasko
Journal: Theor. Probability and Math. Statist. 101 (2020), 167-177
MSC (2020): Primary 60K25, 90B15
DOI: https://doi.org/10.1090/tpms/1119
Published electronically: January 5, 2021
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Abstract: We consider the problem of the asymptotic merging of the set of service nodes for multi-channel stochastic networks. A functional limit theorem on the convergence to a Gaussian diffusion process is proved for the multidimensional service process in the case of a critical overloaded mode. The dimension of the approximating process decreases under the asymptotic merging and its characteristics are expressed in terms of parameters of a network.


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Additional Information

E. O. Lebedev
Affiliation: Department of Applied Statistics, Faculty of Computer Science and Cybernetics, Kyiv National Taras Shevchenko University, Volodymyrs’ka Street, 64/13, Kyiv 01601, Ukraine
Email: leb@unicyb.kiev.ua

G. V. Livinska
Affiliation: Department of Applied Statistics, Faculty of Computer Science and Cybernetics, Kyiv National Taras Shevchenko University, Volodymyrs’ka Street, 64/13, Kyiv 01601, Ukraine
Email: livinskaav@gmail.com

Keywords: Multi-channel queuing networks, diffusion approximation, heavy traffic
Received by editor(s): August 26, 2019
Published electronically: January 5, 2021
Article copyright: © Copyright 2020 American Mathematical Society