Scheduling networks of queues: heavy traffic analysis of a simple open network
Queueing Systems: Theory and Applications
A heavy traffic limit theorem for networks of queues with multiple customer types
Mathematics of Operations Research
Large fluctuations in a deterministic multiclass network of queues
Management Science
Queueing Systems: Theory and Applications
State space collapse with application to heavy traffic limits for multiclass queueing networks
Queueing Systems: Theory and Applications
A heavy traffic limit theorem for a class of open queueing networks with finite buffers
Queueing Systems: Theory and Applications
Queueing Systems: Theory and Applications
A heavy traffic limit theorem for a class of open queueing networks with finite buffers
Queueing Systems: Theory and Applications
Queueing Systems: Theory and Applications
An overview of Brownian and non-Brownian FCLTs for the single-server queue
Queueing Systems: Theory and Applications
Existence Condition for the Diffusion Approximations of Multiclass Priority Queueing Networks
Queueing Systems: Theory and Applications
Queueing Systems: Theory and Applications
Continuous-Review Tracking Policies for Dynamic Control of Stochastic Networks
Queueing Systems: Theory and Applications
Queueing Systems: Theory and Applications
Optimal Routing In Output-Queued Flexible Server Systems
Probability in the Engineering and Informational Sciences
Dynamic Control of a Multiclass Queue with Thin Arrival Streams
Operations Research
Queueing Systems: Theory and Applications
ACM SIGMETRICS Performance Evaluation Review
Optimal scheduling and routing for maximum network throughput
IEEE/ACM Transactions on Networking (TON)
Queueing Systems: Theory and Applications
Proceedings of the tenth ACM international symposium on Mobile ad hoc networking and computing
Stability of Constrained Markov-Modulated Diffusions
Mathematics of Operations Research
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Semimartingale reflecting Brownian motions in an orthant (SRBMs) are of interest in applied probability because of their role as heavy traffic approximations for open queueing networks. It is shown in this paper that a process which satisfies the definition of an SRBM, except that small random perturbations in the defining conditions are allowed, is close in distribution to an SRBM. This perturbation result is called an invariance principle by analogy with the invariance principle of Stroock and Varadhan for diffusions with boundary conditions. A crucial ingredient in the proof of this result is an oscillation inequality for solutions of a perturbed Skorokhod problem. In a subsequent paper, the invariance principle is used to give general conditions under which a heavy traffic limit theorem holds for open multiclass queueing networks.