@book{bba6c53853864e2a8d5ff464cb566d07,

title = "Diffusion parameters of flows in stable queueing networks",

abstract = "We consider open multi-class queueing networks with general arrival processes, general processing time sequences and Bernoulli routing. The network is assumed to be operating under an arbitrary work-conserving scheduling policy that makes the system stable. An example is a generalized Jackson network with load less than unity and any work conserving policy. We find a simple diffusion limit for the inter-queue flows with an explicit computable expression for the covariance matrix. Specifically, we present a simple computable expression for the asymptotic variance of arrivals (or departures) of each of the individual queues and each of the flows in the network.",

keywords = "Queueing networks, METIS-312481, Asymptotic variance, Diffusion limits, IR-93880, EWI-25619",

author = "Yoni Nazarathy and Scheinhardt, {Willem R.W.}",

year = "2015",

month = jan,

day = "16",

language = "Undefined",

series = "Memorandum of the Department of Applied Mathematics",

publisher = "University of Twente, Department of Applied Mathematics",

number = "2040",

}