Analysis of loss networks with routing

Citation
Antunes, Nelson et al., Analysis of loss networks with routing, Annals of applied probability , 16(4), 2006, pp. 2007-2026
ISSN journal
10505164
Volume
16
Issue
4
Year of publication
2006
Pages
2007 - 2026
Database
ACNP
SICI code
Abstract
This paper analyzes stochastic networks consisting of finite capacity nodes with different classes of requests which move according to some routing policy. The Markov processes describing these networks do not, in general, have reversibility properties, so the explicit expression of their invariant distribution is not known. Kelly.s limiting regime is considered: the arrival rates of calls as well as the capacities of the nodes are proportional to a factor going to infinity. It is proved that, in limit, the associated rescaled Markov process converges to a deterministic dynamical system with a unique equilibrium point characterized by a nonstandard fixed point equation.