NDLI: Asymptotics of stochastic networks with subexponential service times

Content Provider	Springer Nature Link
Author	Baccelli, François Schlegel, Sabine Schmidt, Volker
Copyright Year	1999
Abstract	We analyse the tail behaviour of stationary response times in the class of open stochastic networks with renewal input admitting a representation as (max,+)-linear systems. For a K-station tandem network of single server queues with infinite buffer capacity, which is one of the simplest models in this class, we first show that if the tail of the service time distribution of one server, say server i $_{0}$ ∈ {1,...,K}, is subexponential and heavier than those of the other servers, then the stationary distribution of the response time until the completion of service at server j ⩾ i $_{0}$ asymptotically behaves like the stationary response time distribution in an isolated single-server queue with server i $_{0}$. Similar asymptotics are given in the case when several service time distributions are subexponential and asymptotically tail-equivalent. This result is then extended to the asymptotics of general (max,+)-linear systems associated with i.i.d. driving matrices having one (or more) dominant diagonal entry in the subexponential class. In the irreducible case, the asymptotics are surprisingly simple, in comparison with results of the same kind in the Cramér case: the asymptotics only involve the excess distribution of the dominant diagonal entry, the mean value of this entry, the intensity of the arrival process, and the Lyapunov exponent of the sequence of driving matrices. In the reducible case, asymptotics of the same kind, though somewhat more complex, are also obtained. As a direct application, we give the asymptotics of stationary response times in a class of stochastic Petri nets called event graphs. This is based on the assumption that the firing times are independent and that the tail of the firing times of one of the transitions is subexponential and heavier than those of the others. An extension of these results to nonrenewal input processes is discussed. Asymptotics of queue size processes are also considered.
Starting Page	205
Ending Page	232
Page Count	28
File Format	PDF
ISSN	02570130
Journal	Queueing Systems
Volume Number	33
Issue Number	1-3
e-ISSN	15729443
Language	English
Publisher	Kluwer Academic Publishers
Publisher Date	1999-01-01
Publisher Place	Boston
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Computer Communication Networks Systems Theory, Control Probability Theory and Stochastic Processes Operations Research/Decision Theory Production/Logistics
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Management Science and Operations Research Computational Theory and Mathematics Computer Science Applications

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