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We prove that the long term distribution of the queue length process in an ergodic generalised Jackson network obeys the Large Deviation Principle with a deviation function given by the quasipotential. The latter is related to the unique…

概率论 · 数学 2019-05-16 Anatolii A. Puhalskii

We prove that under a multi-scale heavy traffic condition, the stationary distribution of the scaled queue length vector process in any generalized Jackson network has a product-form limit. Each component in the product form follows an…

概率论 · 数学 2025-09-03 J. G. Dai , Peter Glynn , Yaosheng Xu

We establish uniform moment bounds for steady-state queue lengths of generalized Jackson networks (GJNs) in multi-scale heavy traffic as recently proposed by Dai et al. [2023]. Uniform moment bounds lay the foundation for further analysis…

概率论 · 数学 2025-03-28 Jin Guang , Xinyun Chen , J. G. Dai

Queueing networks are gaining attraction for the performance analysis of parallel computer systems. A Jackson network is a set of interconnected servers, where the completion of a job at server i may result in the creation of a new job for…

性能 · 计算机科学 2011-12-06 Tomáš Brázdil , Stefan Kiefer

We consider a single class open queueing network, also known as a generalized Jackson network (GJN). A classical result in heavy-traffic theory asserts that the sequence of normalized queue length processes of the GJN converge weakly to a…

概率论 · 数学 2007-05-23 David Gamarnik , Assaf Zeevi

This paper proves a large deviation principle (LDP) for the stationary distribution of queue lengths in a subcritical generalised Jackson network assuming a Cramer condition on the interarrival and service times. The deviation function is…

概率论 · 数学 2025-12-23 Anatolii A. Puhalskii

We consider a Generalised Jackson Network with finitely many servers, a renewal input and $i.i.d.$ service times at each queue. We assume the network to be stable and, in addition, the distribution of the inter-arrival times to have…

概率论 · 数学 2025-07-01 Sergey Foss , Masakiyo Miyazawa , Linglong Yuan

We consider a Jackson network with regenerative input flows in which every server is subject to a random environment influence generating breakdowns and repairs. They occur in accordance with two independent sequences of i.i.d. random…

概率论 · 数学 2020-10-29 Elena Bashtova , Elena Lenena

We investigate the functional limits of generalized Jackson networks in a multi-scale heavy traffic regime where stations approach full utilization at distinct, separated rates. Our main result shows that the appropriately scaled queue…

概率论 · 数学 2025-08-26 Zhen-Qing Chen , J. G. Dai , Jin Guang

This paper studies the queue length process in series Jackson networks with external input to the first station. We show that its Markov transition probabilities can be written as a finite sum of non-crossing probabilities, so that…

概率论 · 数学 2011-07-18 A. B. Dieker , J. Warren

We consider Jackson Networks on general countable graphs and with arbitrary service times. We find natural sufficient conditions for existence and uniqueness of stationary distributions. They generalise these obtained earlier by Kelbert,…

概率论 · 数学 2015-06-10 Alexander Rybko , Senya Shlosman

We prove a simple criterion of exponential tightness for sequences of Gaussian r.v.'s with values in a separable Banach space from which we deduce a general result of Large Deviations which allows easily to obtain LD estimates in various…

概率论 · 数学 2020-01-09 Paolo Baldi

For a class of large closed Jackson networks submitted to capacity constraints, asymptotic independence of the nodes in normal traffic phase is proved at stationarity under mild assumptions, using a Local Limit Theorem. The limiting…

概率论 · 数学 2015-07-29 Christine Fricker , Danielle Tibi

We provide the first perfect sampling algorithm for a Generalized Jackson Network of FIFO queues under arbitrary topology and non-Markovian assumptions on the input of the network. We assume (in addition to stability) that the interarrival…

概率论 · 数学 2016-02-16 Jose Blanchet , Xinyun Chen

Consider longitudinal networks whose edges turn on and off according to a discrete-time Markov chain with exponential-family transition probabilities. We characterize when their joint distributions are also exponential families with the…

统计方法学 · 统计学 2024-03-12 William K. Schwartz , Sonja Petrović , Hemanshu Kaul

We consider an acyclic network of single-server queues with heterogeneous processing rates. It is assumed that each queue is fed by the superposition of a large number of i.i.d. Gaussian processes with stationary increments and positive…

概率论 · 数学 2020-09-01 Martin Zubeldia , Michel Mandjes

New results on uniform convergence in probability for expansions of Gaussian random processes using compactly supported wavelets are given. The main result is valid for general classes of nonstationary processes. An application of the…

概率论 · 数学 2013-08-08 Yuriy Kozachenko , Andriy Olenko , Olga Polosmak

New results on uniform convergence in probability for the most general classes of wavelet expansions of stationary Gaussian random processes are given.

概率论 · 数学 2013-07-10 Yuriy Kozachenko , Andriy Olenko , Olga Polosmak

Jackson's q-exponential is expressed as the exponential of a series whose coefficients are obtained in closed form. Such a relation is used to derive some properties of the q-exponential.

数学物理 · 物理学 2007-05-23 C. Quesne

We study the tail asymptotic of the stationary joint queue length distribution for a generalized Jackson network (GJN for short), assuming its stability. For the two station case, this problem has been recently solved in the logarithmic…

概率论 · 数学 2017-11-10 Masakiyo Miyazawa
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