TY - JOUR
T1 - Stability and nonproduct form of stochastic fluid networks with Lévy inputs
AU - Kella, Offer
PY - 1996/2
Y1 - 1996/2
N2 - We consider a stochastic fluid network with inputs which are independent subordinators. We show that under some natural conditions the distribution of the fluid content process converges in total variation to a proper limit and that the limiting distribution has a positive mass at the origin. As a consequence of the methodology used, we obtain upper and lower bounds for the expected values of this limiting distribution. For the two-dimensional case, under certain conditions, explicit formulas for the means, variances and covariance of the steady-state fluid content are given. Further, for the two-dimensional case, it is shown that, other than for trivial setups, the limiting distribution cannot have product form.
AB - We consider a stochastic fluid network with inputs which are independent subordinators. We show that under some natural conditions the distribution of the fluid content process converges in total variation to a proper limit and that the limiting distribution has a positive mass at the origin. As a consequence of the methodology used, we obtain upper and lower bounds for the expected values of this limiting distribution. For the two-dimensional case, under certain conditions, explicit formulas for the means, variances and covariance of the steady-state fluid content are given. Further, for the two-dimensional case, it is shown that, other than for trivial setups, the limiting distribution cannot have product form.
KW - Lévy process
KW - Nonproduct form
KW - Reflected process
KW - Stability
KW - Stochastic fluid networks
KW - Tandem networks
UR - http://www.scopus.com/inward/record.url?scp=0030540259&partnerID=8YFLogxK
U2 - 10.1214/aoap/1034968070
DO - 10.1214/aoap/1034968070
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AN - SCOPUS:0030540259
SN - 1050-5164
VL - 6
SP - 186
EP - 199
JO - Annals of Applied Probability
JF - Annals of Applied Probability
IS - 1
ER -