@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",
number = "2040",
address = "Netherlands",
}