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Rate of convergence of the fluid approximation for generalized Jackson networks

Part of: Computer system organization Limit theorems Special processes

Published online by Cambridge University Press:  14 July 2016

Hong Chen
Hong Chen*
Affiliation:
University of British Columbia
*
∗Postal address: Faculty of Commerce and Business Administration, University of British Columbia, Vancouver, B.C. Canada.
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Abstract

It is known that a generalized open Jackson queueing network after appropriate scaling (in both time and space) converges almost surely to a fluid network under the uniform topology. Under the same topology, we show that the distance between the scaled queue length process of the queueing network and the fluid level process of the corresponding fluid network converges to zero in probability at an exponential rate.

Keywords

RATE OF CONVERGENCEFLUID APPROXIMATIONQUEUEING NETWORK

MSC classification

Primary: 60F17: Functional limit theorems; invariance principles
Secondary: 60K25: Queueing theory 60F10: Large deviations 68M20: Performance evaluation; queueing; scheduling
Type
Research Papers
Information
Journal of Applied Probability , Volume 33 , Issue 3 , September 1996 , pp. 804 - 814
Copyright
Copyright © Applied Probability Trust 1996 

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Footnotes

Supported in part by a Killam Faculty Research Fellowship and a grant from NSERC (Canada).

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