Abstract
We give the exact asymptotics of the tail of the stationary maximal dater in generalized Jackson networks with subexponential service times. This maximal dater, which is an analogue of the workload in an isolated queue, gives the time taken to clear all customers present at some time t when stopping all arrivals that take place later than t. We use the property that a large deviation of the maximal dater is caused by a single large service time at a single station at some time in the distant past of t, in conjunction with fluid limits of generalized Jackson networks, to derive the relevant asymptotics in closed form. © Applied Probability Trust 2005.
Original language | English |
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Pages (from-to) | 513-530 |
Number of pages | 18 |
Journal | Journal of Applied Probability |
Volume | 42 |
Issue number | 2 |
DOIs | |
Publication status | Published - Jun 2005 |
Keywords
- Fluid limit
- Generalized Jackson network
- Heavy tail
- Integrated tail
- Subexponential random variable
- Veraverbeke's theorem