Light tail asymptotics in multidimensional reflecting processes for queueing networks

DOI10.1007/s11750-011-0179-7zbMath1280.60051OpenAlexW2086391916MaRDI 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 distributionqueueing networklight tailMarkov additive processconvergence domainmultidimensional moment generating functionsemi-martingale reflecting Brownian motiontail asymptotictail decay ratereflecting random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic network models in operations research (90B15) Queueing theory (aspects of probability theory) (60K25) Large deviations (60F10)

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