Asymptotics of Subexponential Max Plus Networks: the Stochastic Event Graph Case

被引:0
|
作者
François Baccelli
Marc Lelarge
Serguei Foss
机构
[1] ENS,INRIA–ENS
[2] Institute of Mathematics,Department of Actuarial Mathematics and Statistics
[3] Heriot-Watt University,undefined
来源
Queueing Systems | 2004年 / 46卷
关键词
open queueing network; stochastic event graph; subexponential random variable; heavy tail; integrated tail; Veraverbeke's theorem; (max, plus)-network; tandem queue;
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学科分类号
摘要
We calculate the exact tail asymptotics of stationary response times for open stochastic event graphs, in the irreducible and reducible cases. These networks admit a representation as (max, plus)-linear systems in a random medium. We study the case of renewal input and i.i.d. service times with subexponential distributions. We show that the stationary response times have tail asymptotics of the same order as the integrated tail of service times. The mutiplicative constants only involve the intensity of the arrival process and the (max, plus)-Lyapunov exponents of the sequence of (max, plus)-matrices.
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页码:75 / 96
页数:21
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