Journal of Applied Probability

On the effect of finite buffer truncation in a two-node Jackson network

Yutaka Sakuma and Masakiyo Miyazawa
Source: J. Appl. Probab. Volume 42, Number 1 (2005), 199-222.

Abstract

We consider a two-node Jackson network in which the buffer of node 1 is truncated. Our interest is in the limit of the tail decay rate of the queue-length distribution of node 2 when the buffer size of node 1 goes to infinity, provided that the stability condition of the unlimited network is satisfied. We show that there can be three different cases for the limit. This generalizes some recent results obtained for the tandem Jackson network. Special cases and some numerical examples are also presented.

First Page: Show Hide
Primary Subjects: 60K25, 60F10
Secondary Subjects: 60J10, 60K20
Full-text: Access denied (no subscription detected)
We're sorry, but we are unable to provide you with the full text of this article because we are not able to identify you as a subscriber.
If you have a personal subscription to this journal, then please login. If you are already logged in, then you may need to update your profile to register your subscription. Read more about accessing full-text
Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.jap/1110381381
Digital Object Identifier: doi:10.1239/jap/1110381381
Mathematical Reviews number (MathSciNet): MR2144904
Zentralblatt MATH identifier: 1077.60070

References

Alsmeyer, G. (1994). On the Markov renewal theorem. Stoch. Process. Appl. 50, 37--56.
Mathematical Reviews (MathSciNet): MR1262329
Digital Object Identifier: doi:10.1016/0304-4149(94)90146-5
Zentralblatt MATH: 0789.60066
Çinlar, E. (1975). Introduction to Stochastic Processes. Prentice-Hall, Englewood Cliffs, NJ.
Mathematical Reviews (MathSciNet): MR380912
Fujimoto, K., Takahashi, Y. and Makimoto, N. (1998). Asymptotic properties of stationary distributions in two-stage queueing systems. J. Operat. Res. Soc. Japan 41, 118--141.
Mathematical Reviews (MathSciNet): MR1619328
Fujimoto, K., Takahashi, Y. and Makimoto, N. (2001). Geometric decay of the steady-state probabilities in a quasi-birth--death process with a countable number of phases. Stoch. Models 17, 1--24.
Mathematical Reviews (MathSciNet): MR1852862
Digital Object Identifier: doi:10.1081/STM-100001397
Zentralblatt MATH: 0985.60074
Höglund, T. (1991). The ruin problem for finite Markov chains. Ann. Prob. 19, 1298--1310.
Mathematical Reviews (MathSciNet): MR1112417
Jackson, J. R. (1957). Networks of waiting lines. Operat. Res. 5, 518--521.
Mathematical Reviews (MathSciNet): MR93061
Kingman, J. F. C. (1961). A convexity property of positive matrices. Quart. J. Math. Oxford 12, 283--284.
Mathematical Reviews (MathSciNet): MR138632
Kroese, D. P., Scheinhardt, W. R. W. and Taylor, P. G. (2004). Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process. Ann. Appl. Prob. 14, 2057--2089.
Mathematical Reviews (MathSciNet): MR2099663
Digital Object Identifier: doi:10.1214/105051604000000477
Project Euclid: euclid.aoap/1099674089
Zentralblatt MATH: 1078.60078
McDonald, D. R. (1999). Asymptotics of first passage times for random walk in an orthant. Ann. Appl. Prob. 9, 110--145.
Mathematical Reviews (MathSciNet): MR1682592
Digital Object Identifier: doi:10.1214/aoap/1029962599
Project Euclid: euclid.aoap/1029962599
Zentralblatt MATH: 0937.60091
Miyazawa, M. (2003). Conjectures on decay rates of tail probabilities in generalized Jackson and batch movement networks. J. Operat. Res. Soc. Japan 46, 74--98.
Mathematical Reviews (MathSciNet): MR1974671
Miyazawa, M. (2004). The Markov renewal approach to M/G/$1$ type queues with countably many background states. Queueing Systems 46, 177--196.
Mathematical Reviews (MathSciNet): MR2072282
Digital Object Identifier: doi:10.1023/B:QUES.0000021148.33178.0f
Zentralblatt MATH: 1056.90035
Miyazawa, M. and Zhao, Y. Q. (2004). The stationary tail asymptotics in the GI/G/1-type queue with countably many background states. Adv. Appl. Prob. 36, 1231--1251.
Mathematical Reviews (MathSciNet): MR2119862
Zentralblatt MATH: 1136.60366
Digital Object Identifier: doi:10.1239/aap/1103662965
Project Euclid: euclid.aap/1103662965
Neuts, M. F. (1981). Matrix-Geometric Solutions in Stochastic Models (Johns Hopkins Ser. Math. Sci. 2). Johns Hopkins University Press, Baltimore, MD.
Mathematical Reviews (MathSciNet): MR618123
Zentralblatt MATH: 0469.60002
Seneta, E. (1981). Nonnegative Matrices and Markov Chains. Springer, New York.
Mathematical Reviews (MathSciNet): MR719544
Shurenkov, V. M. (1984). On the theory of Markov renewal. Theory Prob. Appl. 29, 247--265.
Mathematical Reviews (MathSciNet): MR749913

2012 © Applied Probability Trust

Journal of Applied Probability

Journal of Applied Probability