Tails in generalized Jackson networks with subexponential service-time distributions

Content Provider	Scilit
Author	Baccelli, François Foss, Serguei Lelarge, Marc
Copyright Year	2005
Description	We give the exact asymptotics of the tail of the stationary maximal dater in generalized Jackson networks with subexponential service times. This maximal dater, which is an analogue of the workload in an isolated queue, gives the time taken to clear all customers present at some time t when stopping all arrivals that take place later than t. We use the property that a large deviation of the maximal dater is caused by a single large service time at a single station at some time in the distant past of t, in conjunction with fluid limits of generalized Jackson networks, to derive the relevant asymptotics in closed form.
Related Links	https://www.cambridge.org/core/services/aop-cambridge-core/content/view/23C15077390E47078BAAE154A0CC49E3/S0021900200000498a.pdf/div-class-title-tails-in-generalized-jackson-networks-with-subexponential-service-time-distributions-div.pdf
Ending Page	530
Page Count	18
Starting Page	513
ISSN	00219002
e-ISSN	14756072
DOI	10.1017/s0021900200000498
Journal	Journal of applied probability
Issue Number	02
Volume Number	42
Language	English
Publisher	Cambridge University Press (CUP)
Publisher Date	2005-06-01
Access Restriction	Open
Subject Keyword	Journal of applied probability Applied Mathematics Generalized Jackson Network Subexponential Random Variable Heavy Tail Integrated Tail Veraverbeke's Theorem Fluid Limit
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty