Monotonicity properties of multi-dimensional reflected diffusions in random environment and applications

Landy Rabehasaina

Stochastic Processes and their Applications, 2006, vol. 116, issue 2, 178-199

Abstract: We consider an N-dimensional reflected process, modeling an infinite capacity fluid queues network, of which service and input rates depend on the queue levels as well as on the state of an exterior ergodic stationary process. N is the number of queues in the network. We prove a monotonicity result for such a process, from which we deduce stability results for networks of queues. Particular attention is paid to the case N=2. Next, we give some applications of those stability results.

Keywords: Fluid; queues; Stochastic; networks; Reflected; stochastic; differential; equation (search for similar items in EconPapers)
Date: 2006
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