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Asymptotics of Subexponential Max Plus Networks: the Stochastic Event Graph Case
Authors:François Baccelli  Marc Lelarge  Serguei Foss
Institution:1. INRIA–ENS, ENS, 45 rue d'Ulm, 75005, Paris, France
2. Institute of Mathematics, 630090, Novosibirsk, Russia, and
3. Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Edinburgh, UK
Abstract:We calculate the exact tail asymptotics of stationary response times for open stochastic event graphs, in the irreducible and reducible cases. These networks admit a representation as (max,?plus)-linear systems in a random medium. We study the case of renewal input and i.i.d. service times with subexponential distributions. We show that the stationary response times have tail asymptotics of the same order as the integrated tail of service times. The mutiplicative constants only involve the intensity of the arrival process and the (max,?plus)-Lyapunov exponents of the sequence of (max,?plus)-matrices.
Keywords:
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