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Two-node queueing network with a heavy-tailed random input: the strong stability case (1310.1486v1)

Published 5 Oct 2013 in math.PR

Abstract: We consider a two-node fluid network with batch arrivals of random size having a heavy-tailed distribution. We are interested in the tail asymptotics for the stationary distribution of a two-dimensional queue-length process. The tail asymptotics have been well studied for two-dimensional reflecting processes where jumps have either a bounded or an unbounded light-tailed distribution. However, presence of heavy tails totally changes the asymptotics. Here we focus on the case of strong stability where both nodes release fluid with sufficiently high speeds to minimise their mutual influence. We show that, like in the one-dimensional case, big jumps provide the main cause for queues to become large, but now they may have multi-dimensional features. For deriving these results, we develop an analytic approach that differs from the traditional tail asymptotic studies, and obtain various weak tail equivalences. Then, in the case of one-dimensional subexponential jump-size distributions, we find the exact asymptotics based on the sample-path arguments.

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