Moments and tails in monotone-separable stochastic networks. (Q1879883)
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English | Moments and tails in monotone-separable stochastic networks. |
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Moments and tails in monotone-separable stochastic networks. (English)
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15 September 2004
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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.
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Jackson network
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ergodicity
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Veraverbeke's theorem
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