Work

Exact tail asymptotics for a three dimensional Brownian-driven tandem queue with intermediate inputs

Year: 2018

Type: preprint

Abstract: The semimartingale reflecting Brownian motion (SRBM) can be a heavy traffic limit for many server queueing networks. Asymptotic properties for stationary probabilities of the SRBM have attracted a lot of attention recently. However, many results are obtained only for the two-dimensional SRBM. There is only little work related to higher dimensional ($\geq 3$) SRBMs. In this paper, we consider a three dimensional SRBM: A three dimensional Brownian-driven tandem queue with intermediate inputs. We are interested in tail asymptotics for stationary distributions. By generalizing the kernel method and using copula, we obtain exact tail asymptotics for the marginal stationary distribution of the buffer content in the third buffer and the joint stationary distribution.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.1807.08425

Authors: Dai, Hongshuai, Donald, Dawson A., Zhao, Yiqiang Q.

Institutions: Shandong University of Finance and Economics, Carleton University

Language: English

Topic: Advanced Queuing Theory Analysis

Subfield: Management Information Systems

Field: Business, Management and Accounting

Domain: Social Sciences

Open Access status: green

Funders: National Natural Science Foundation of China, Natural Sciences and Engineering Research Council of Canada

Award: G7144639940

OpenAlex ID: W4289744924

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