Pathwise comparison results for stochastic fluid networks

Pathwise comparison results for stochastic fluid networks

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Article ID: iaor20106834
Volume: 66
Issue: 2
Start Page Number: 155
End Page Number: 168
Publication Date: Oct 2010
Journal: Queueing Systems
Authors: , ,
Abstract:

We prove some new pathwise comparison results for single class stochastic fluid networks. Under fairly general conditions, monotonicity with respect to the (state- and time-dependent) routing matrices is shown. Under more restrictive assumptions, monotonicity with respect to the service rates is shown as well. We conclude by using the comparison results to establish a moment bound, a stability result for stochastic fluid networks with Lévy inputs, and a comparison result for multi-class GPS networks.

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