Abstract
We show that the stationary distribution of a two-dimensional stochastic fluid network with (possibly dependent) Lévy inputs does not have product form other than in truly obvious cases. This is in contrast to queueing networks, where product form exists for non-obvious situations in which the inputs are independent, and for Brownian networks, where it typically exists for cases where the driving processes are actually dependent.
| Original language | English |
|---|---|
| Pages (from-to) | 1117-1122 |
| Number of pages | 6 |
| Journal | Journal of Applied Probability |
| Volume | 37 |
| Issue number | 4 |
| DOIs | |
| State | Published - 1 Jan 2000 |
Keywords
- Lévy process
- Non-product form
- Reflected process
- Stochastic fluid networks
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