Moments and tails in monotone-separable stochastic networks. (Q1879883)

From MaRDI portal
scientific article
Language Label Description Also known as
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

    Identifiers