Markov modulated fluid network process: Tail asymptotics of the stationary distribution

被引:1
|
作者
Miyazawa, Masakiyo [1 ,2 ]
机构
[1] Tokyo Univ Sci, Dept Informat Sci, 2641 Yamazaki, Noda, Chiba 2788510, Japan
[2] Chinese Univ Hong Kong, Inst Data & Decis Analyt, Shenzhen, Peoples R China
关键词
Change of measure; Dynkin’ s formula; fixed point equation; fluid queue; Markov modulated; network; stationary inequality; tail asymptotic behavior; MULTICLASS QUEUING-NETWORKS; LARGE DEVIATIONS; CONTINUITY; STABILITY; CONVEXITY;
D O I
10.1080/15326349.2020.1832525
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a Markov modulated fluid network with a finite number of stations. We are interested in the tail asymptotics behavior of the stationary distribution of its buffer content process. Using two different approaches, we derive upper and lower bounds for the stationary tail decay rate in various directions. Both approaches are based on a well-known time-evolution formula of a Markov process, so-called Dynkin's formula, where a key ingredient is a suitable choice of test functions. Those results show how multidimensional tail asymptotics can be studied for the more than two-dimensional case, which is known as a hard problem.
引用
收藏
页码:127 / 167
页数:41
相关论文
共 50 条