Diffusion approximation of videoconference networks |
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Authors: | A. S. Üstünel T. Choukri |
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Affiliation: | (1) Département Réseaux, Ecole Nationale Supérieure des Télécommunications, 46, rue Barrault, 75634 Paris Cedex 13, France |
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Abstract: | This paper deals with the diffusion approximation of the traffic in videoconference networks. Because of the specific features of the network we study the time dependent case and show that the traffic between two regions converges in distribution to an inhomogeneous Ornstein-Uhlenbeck process. We also calculate the Laplace transform of the first hitting time of bounded intervals in the case where the drift and the diffusion coefficients of the process are piecewise constant functions. |
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Keywords: | Diffusions martingale videoconference networks hitting times elliptic operators |
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