Interchange of limits in heavy traffic analysis under a moment condition

Authors:
Heng-Qing Ye;David D. Yao
Affiliations:
Hong Kong Polytechnic University, Hong Kong;IEOR, Columbia University, New York
Venue:
ACM SIGMETRICS Performance Evaluation Review
Year:
2014

Citing 3
Cited 0

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A Stochastic Network Under Proportional Fair Resource Control---Diffusion Limit with Multiple Bottlenecks

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Abstract

We develop an approach to prove the interchange of limits in heavy traffic analysis of stochastic processing networks, using a moment condition on the primitive data, the interarrival and service times. The approach complements the one in [8], where a bounded workload condition is required instead.