Light tail asymptotics in multidimensional reflecting processes for queueing networks

DOI10.1007/s11750-011-0179-7zbMath1280.60051MaRDI QIDQ1939045

Masakiyo Miyazawa

Publication date: 26 February 2013

Published in: Top (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11750-011-0179-7

zbMATH Keywords

stationary distribution; queueing network; light tail; Markov additive process; convergence domain; multidimensional moment generating function; semi-martingale reflecting Brownian motion; tail asymptotic; tail decay rate; reflecting random walk

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

90B15: Stochastic network models in operations research

60K25: Queueing theory (aspects of probability theory)

60F10: Large deviations

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