Asymptotics of exit times for Markov jump processes. II: Applications to Jackson networks

DOI10.1214/AOP/1176988498zbMATH Open0834.60091OpenAlexW1989065102MaRDI QIDQ1904497FDOQ1904497

Authors: Ian Iscoe, David R. Mcdonald 

Publication date: 20 December 1995

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988498

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zbMATH Keywords

Cheeger constantJackson networkasymptotic exponentialitynetwork overflows

Mathematics Subject Classification ID

Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Cited In (14)

• Asymptotics of the Exit Distribution for Markov Jump Processes; Application to Atm
• Title not available (Why is that?)
• Large deviations of Jackson networks.
• Series Jackson networks and noncrossing probabilities
• Computable bounds on the spectral gap for unreliable Jackson networks
• Bridges and networks: exact asymptotics
• Markovian early arrival discrete time Jackson networks
• Martingale approach for tail asymptotic problems in the generalized Jackson network
• Impact of Routeing on Correlation Strength in Stationary Queueing Network Processes
• A functional central limit theorem for the jump counts of Markov processes with an application to Jackson networks
• Asymptotics of overflow probabilities in Jackson networks.
• On exit time from balls of jump-type symmetric Markov processes
• \(L^2\)-decay rate for non-ergodic Jackson network
• On metastability

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