Tail Asymptotics for the Supremum of an Independent Subadditive Process, with Applications to Monotone-separable Networks
نویسنده
چکیده
Tail asymptotics for the supremum of an independent subadditive process are obtained as a function of the logarithmic moment generating function. We use this analysis to obtain large deviations results for queueing networks in their stationary regime. In the particular case of (max,plus)-linear recursions, the rate of exponential decay of the stationary solution can be explicitly computed.
منابع مشابه
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تاریخ انتشار 2005