Moments and tails in monotone-separable stochastic networks. (Q1879883)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Moments and tails in monotone-separable stochastic networks. |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Moments and tails in monotone-separable stochastic networks. |
scientific article |
Statements
Moments and tails in monotone-separable stochastic networks. (English)
0 references
15 September 2004
0 references
The authors [J. Appl. Probab. 32, 494--507 (1995; Zbl 0823.60092)] introduced a monotone separable c1ass network where the state variables of the network are homogeneous monotone functions of the epochs of the arrival process. In this paper the authors extend the tail asymptotics known for \(GI/GI/1/\infty\) to the above class. They obtain necessary and sufficient moment conditions for the stationary maximal date and Veraverbeke's tail asymptotic for the stationary waiting times. They discuss in detail the case of subexponential service times.
0 references
Jackson network
0 references
ergodicity
0 references
Veraverbeke's theorem
0 references
0 references
0 references
0 references
0 references
0.9142183661460876
0 references
0.8124562501907349
0 references
0.8124562501907349
0 references
0.8111154437065125
0 references
0.7808793783187866
0 references