Limit non-stationary behavior of large closed queueing networks with bottlenecks.
Yaakov KoganRobert Sh. LiptserPublished in: Queueing Syst. Theory Appl. (1993)
Keyphrases
- non stationary
- queueing networks
- product form
- steady state
- stationary distribution
- long run
- heavy traffic
- adaptive algorithms
- single server
- multiclass queueing networks
- fractional brownian motion
- empirical mode decomposition
- state dependent
- queue length
- autoregressive
- service times
- stock price
- arrival rate
- white noise
- fluid model
- financial time series
- buffer allocation
- multiscale