Journal of Applied Probability
- J. Appl. Probab.
- Volume 37, Number 4 (2000), 1117-1122.
Non-product form of two-dimensional fluid networks with dependent Lévy inputs
We show that the stationary distribution of a two-dimensional stochastic fluid network with (possibly dependent) Lévy inputs does not have product form other than in truly obvious cases. This is in contrast to queueing networks, where product form exists for non-obvious situations in which the inputs are independent, and for Brownian networks, where it typically exists for cases where the driving processes are actually dependent.
J. Appl. Probab. Volume 37, Number 4 (2000), 1117-1122.
First available in Project Euclid: 27 February 2002
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60G51: Processes with independent increments; Lévy processes
Secondary: 60K30: Applications (congestion, allocation, storage, traffic, etc.) [See also 90Bxx] 90B05: Inventory, storage, reservoirs 90B15: Network models, stochastic
Kella, Offer. Non-product form of two-dimensional fluid networks with dependent Lévy inputs. J. Appl. Probab. 37 (2000), no. 4, 1117--1122. doi:10.1239/jap/1014843090. http://projecteuclid.org/euclid.jap/1014843090.