Bridges and networks: exact asymptotics (Q1774188)

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Bridges and networks: exact asymptotics
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    Bridges and networks: exact asymptotics (English)
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    29 April 2005
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    Extending the Markov additive methodology developed by the second author [Ann. Appl. Probab. 9, No. 1, 110--145 (1999; Zbl 0937.60091)] and the authors [ibid. 11, No. 3, 569--607 (2001; Zbl 1016.60078)], it is applied, amongst other things, to a modified, stable, two-node Jackson network where the second server helps the first one whenever he is free. For the network referred to, the sharp asymptotics of the steady state distribution of the number of customers queued at each node as the number of customers queued at the first server grows large, are arrived at. The paper also contains some other relevant findings.
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    rare events
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    change of measure
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    h-transforms
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    quasi-stationary
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    queueing networks
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