Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs

DOI10.1051/PS/2021018MaRDI QIDQ5030239zbMATH OpenOpenAlexFDO

Authors Hongshuai Dai, Yiqiang Q. Zhao, Donald A. Dawson

Publication date 16 February 2022

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1807.08425

zbMATH Keywords

extreme value theorystationary distributionkernel methodexact tail asymptoticsBrownian-driven tandem queue

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25)

Abstract: The semimartingale reflecting Brownian motion (SRBM) can be a heavy traffic limit for many server queueing networks. Asymptotic properties for stationary probabilities of the SRBM have attracted a lot of attention recently. However, many results are obtained only for the two-dimensional SRBM. There is only little work related to higher dimensional ($geq3$) SRBMs. In this paper, we consider a three dimensional SRBM: A three dimensional Brownian-driven tandem queue with intermediate inputs. We are interested in tail asymptotics for stationary distributions. By generalizing the kernel method and using copula, we obtain exact tail asymptotics for the marginal stationary distribution of the buffer content in the third buffer and the joint stationary distribution.

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Cited in

(2)

• Tail asymptotics for a Lévy-driven tandem queue with an intermediate input
• Three-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chance

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