Stochastics Seminar :: Generalized Jackson Networks with Reneging and the Regulated Ornstein-Uhlenbeck Process

Primary tabs

We consider a generalized Jackson network with reneging customers in heavy traffic. In particular, each customer joining a particular station may abandon the network if his service does not begin within a station-dependent, exponential, amount of time. We establish that in heavy traffic this system can be approximated by a multi-dimensional regulated Ornstein-Uhlenbeck process (RO-U). We also derive necessary and sufficient conditions under which the RO-U has a stationary distribution, explicitly determining the analytical form of this distribution under some special conditions. (Joint with Amy Ward)


  • Workflow Status: Published
  • Created By: Barbara Christopher
  • Created: 10/08/2010
  • Modified By: Fletcher Moore
  • Modified: 10/07/2016


No keywords were submitted.

Target Audience