TY - JOUR
T1 - Stochastic storage networks
T2 - Stationarity and the feedforward case
AU - Kella, Offer
PY - 1997/6
Y1 - 1997/6
N2 - We show that for a certain storage network the backward content process is increasing, and when the net input process has stationary increments then, under natural stability conditions, the content process has a stationary version under which the cumulative lost capacities have stationary increments. Moreover, for the feedforward case, we show that under some minimal conditions, two content processes with net input processes which differ only by initial conditions can be coupled in finite time and that the difference of two content processes vanishes in the limit if the difference of the net input processes monotonically approaches a constant. As a consequence, it is shown that for the natural stability conditions, when the net input process has stationary increments, the distribution of the content process converges in total variation to a proper limit, independent of initial conditions.
AB - We show that for a certain storage network the backward content process is increasing, and when the net input process has stationary increments then, under natural stability conditions, the content process has a stationary version under which the cumulative lost capacities have stationary increments. Moreover, for the feedforward case, we show that under some minimal conditions, two content processes with net input processes which differ only by initial conditions can be coupled in finite time and that the difference of two content processes vanishes in the limit if the difference of the net input processes monotonically approaches a constant. As a consequence, it is shown that for the natural stability conditions, when the net input process has stationary increments, the distribution of the content process converges in total variation to a proper limit, independent of initial conditions.
KW - Fluid networks
KW - Reflected processes
KW - Stability
KW - Storage networks
UR - http://www.scopus.com/inward/record.url?scp=0031338779&partnerID=8YFLogxK
U2 - 10.1017/S0021900200101123
DO - 10.1017/S0021900200101123
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AN - SCOPUS:0031338779
SN - 0021-9002
VL - 34
SP - 498
EP - 507
JO - Journal of Applied Probability
JF - Journal of Applied Probability
IS - 2
ER -