Tails in generalized Jackson networks with subexponential service-time distributions

Journal of Applied Probability

Volumn 42, Issue 2, 2005, Pages 513-530

  Baccelli, François ^a,c   Foss, Serguei ^b   Lelarge, Marc ^a,c  

^a INRIA ENS   (France)

^b HERIOT WATT UNIVERSITY   (United Kingdom)

^c ECOLE NORMALE SUPÉRIEURE   (France)

Author keywords

Fluid limit; Generalized Jackson network; Heavy tail; Integrated tail; Subexponential random variable; Veraverbeke's theorem

Indexed keywords

EID: 23944511639     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1118777185     Document Type: Article

References (7)

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3. BACCELLI, F. AND Foss, S. (1995). On the saturation rule for the stability of queues. J. Appl. Prob. 32, 494-507.
4. BACCELLI, F. AND Foss, S. (2004). Moments and tails in monotone-separable stochastic networks. Ann. Appl. Prob. 14, 612-650.
5. EMBRECHTS, P., GOLDIE, C. AND VERAVERBEKE, N. (1979). Subexponentiality and infinite divisibility. Z. Wahrscheinlichkeitsth. 49, 335-347.
6. GOLDIE, C. M. AND KLÜPPELBERG, C. (1998). Subexponential distributions. In A Practical Guide to Heavy Tails, eds R. J. Adler, R. E. Feldman and M. S. Taqqu, Birkhäuser, Boston, MA, pp. 435-459.
7. LELARGE, M. (2005). Fluid limit of generalized Jackson queueing networks with stationary and ergodic arrivals and service times. J. Appl. Prob. 42, 491-512.