Tail Asymptotics for Monotone-Separable Networks

DOI10.1239/JAP/1183667403MaRDI QIDQ5443733zbMATH OpenOpenAlexFDO

Authors Marc Lelarge

Publication date 22 February 2008

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0510117

zbMATH Keywords

generalized Jackson networkslarge deviationmax-plus networksmultiserver queuespolling systemsqueueing networkstochastic Petri nets

Mathematics Subject Classification ID

Large deviations (60F10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Queueing theory (aspects of probability theory) (60K25)

Abstract: A network belongs to the monotone separable class if its state variables are homogeneous and monotone functions of the epochs of the arrival process. This framework contains several classical queueing network models, including generalized Jackson networks, max-plus networks, polling systems, multiserver queues, and various classes of stochastic Petri nets. We use comparison relationships between networks of this class with i.i.d. driving sequences and the $GI/GI/1/1$ queue to obtain the tail asymptotics of the stationary maximal dater under light-tailed assumptions for service times. The exponential rate of decay is given as a function of a logarithmic moment generating function. We exemplify an explicit computation of this rate for the case of queues in tandem under various stochastic assumptions.

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Cites work

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Cited in

(6)

• Moments and tails in monotone-separable stochastic networks.
• Packet reordering in networks with heavy-tailed delays
• Convergence rates in monotone separable stochastic networks
• Asymptotic behavior of generalized processor sharing queues under subexponential assumptions
• On the exact asymptotics for the stationary sojourn time distribution in a tandem of queues with light-tailed service times
• Tail asymptotics for discrete event systems

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