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Tail Asymptotics for Monotone-Separable Networks

  • Marc Lelarge (a1)

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 independent and identically distributed 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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Copyright

Corresponding author

Current address: ENS-INRIA, 45 rue d'Ulm, 75005 Paris, France. Email address: marc.lelarge@ens.fr

References

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Keywords

MSC classification

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