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Non-Markovian state dependent networks in critical loading

Published 17 Dec 2012 in math.PR | (1212.4078v1)

Abstract: We establish heavy traffic limit theorems for queue-length processes in critically loaded single class queueing networks with state dependent arrival and service rates. A distinguishing feature of our model is non-Markovian state dependence. The limit stochastic process is a continuous-path reflected process on the nonnegative orthant. We give an application to generalised Jackson networks with state-dependent rates.

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