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In a general model (AIMD) of transmission control protocol (TCP) used in internet traffic congestion management, the time dependent data flow vector x(t) > 0 undergoes a biased random walk on two distinct scales. The amount of data of each component xi(t) goes up to xi(t)+a with probability 1-ζi(x) on a unit scale or down to γxi(t), 0 < γ < 1 with probability ζi(x) on a logarithmic scale, where ζi depends on the joint state of the system x. We investigate the long time behavior, mean field limit, and the one particle case. According to c = lim inf|x|→∞ |x|ζi(x) , the process drifts to ∞ in the subcritical c < c+(n, γ) case and has an invariant probability measure in the supercritical case c > c+(n, γ). Additionally, a scaling limit is proved when ζi(x) and a are of order N-1 and t → Nt, in the form of a continuum model with jump rate α(x).
@article{PS_2010__14__271_0, author = {Grigorescu, Ilie and Kang, Min}, title = {Steady state and scaling limit for a traffic congestion model}, journal = {ESAIM: Probability and Statistics}, pages = {271--285}, publisher = {EDP-Sciences}, volume = {14}, year = {2010}, doi = {10.1051/ps:2008029}, mrnumber = {2779484}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.1051/ps:2008029/} }
TY - JOUR AU - Grigorescu, Ilie AU - Kang, Min TI - Steady state and scaling limit for a traffic congestion model JO - ESAIM: Probability and Statistics PY - 2010 SP - 271 EP - 285 VL - 14 PB - EDP-Sciences UR - http://geodesic.mathdoc.fr/articles/10.1051/ps:2008029/ DO - 10.1051/ps:2008029 LA - en ID - PS_2010__14__271_0 ER -
%0 Journal Article %A Grigorescu, Ilie %A Kang, Min %T Steady state and scaling limit for a traffic congestion model %J ESAIM: Probability and Statistics %D 2010 %P 271-285 %V 14 %I EDP-Sciences %U http://geodesic.mathdoc.fr/articles/10.1051/ps:2008029/ %R 10.1051/ps:2008029 %G en %F PS_2010__14__271_0
Grigorescu, Ilie; Kang, Min. Steady state and scaling limit for a traffic congestion model. ESAIM: Probability and Statistics, Tome 14 (2010), pp. 271-285. doi: 10.1051/ps:2008029
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