Titlebook: Stochastic Networks; Paul Glasserman,Karl Sigman,David D. Yao Conference proceedings 1996 Springer-Verlag New York, Inc. 1996 Jackson netw

Alpha-Cells

Overloading Parallel Servers when Arrivals Join the Shortest Queuetive processes to prove exact asymptotic results on the mean time for the queue at the first server to attain a high level .. We also give the limiting behaviour of the second queue at this hitting time as well as the steady state of the second queue when the first contains . customers.

deactivate

Rare Events in the Presence of Heavy Tails are regularly varying, DFR Weibull type or lognormal type). This contrast the standard light-tailed assumptions (for example in large deviations theory) where exponential moments are required. The problem is to derive asymptotic expressions for rare events like large random walk maxima or large cyc

蚊子

Networks of Queues with Long-Range Dependent Traffic Streams interconnected with Bernoulli routing to form network models whose stationary distribution is of product form. To construct such models it is necessary to assume that the external arrival process is a Poisson process (in continuous time) or an i.i.d. sequence of Poisson random variables (in discret

補(bǔ)角

Fractional Brownian Approximations of Queueing Networkss to a reflected .-dimensional fractional Brownian motion. We identify the covariance of the limiting process in terms of the arrival rates and asymptotic variances of the driving processes. We discuss the case of multiple Hurst parameters and point out that only the largest survive in the limit.

混雜人

Moderate Deviations for Queues with Long-Range Dependent Inputtput of a time-invariant linear filter applied to a more familiar process . — one that does not have long-range dependence. We develop a general criterion for a broad class of . to satisfy a moderate deviations principle (MDP). Based on the MDP of ., we then establish the MDP for .. Using this frame

observatory

sebaceous-gland

小平面

bromide

Fermentation

Rare Events in the Presence of Heavy Tailsle maxima, large waiting times or large sojourn time in a network, or excursions above a large level, and also to study the behaviour of the process leading to the occurence of the rare event. The results support the folklore that in the heavy-tailed case, rare events occur as consequence of one big jump