Fast Jackson networks
Martin, J. B. ; Suhov, Yu. M.
Ann. Appl. Probab., Tome 9 (1999) no. 1, p. 854-870 / Harvested from Project Euclid
We extend the results of Vvedenskaya, Dobrushin and Karpelevich to Jackson networks. Each node $j, 1 \leq j \leq J$ of the network consists of N identical channels, each with an infinite buffer and a single server with service rate $\mu_j$. The network is fed by a family of independent Poisson flows of rates $N\lambda_1,\dots, N\lambda_J$ arriving at the corresponding nodes. After being served at node j, a task jumps to node k with probability $p_{jk}$ and leaves the network with probability $p_j^* = 1 - \Sigma_k p_{jk}$. Upon arrival at any node, a task selects m of the N channels there at random and joins the one with the shortest queue. The state of the network at time $t \geq 0$ may be described by the vector $\underline{\mathbf{r}}(t) = {r_j(n, t), 1 \leq j \leq J, n \epsilon \mathbb{Z}_+}$, where $r_j(n, t)$ is the proportion of channels at node j with queue length at least n at time t. We analyze the limit $N \rightarrow \infty$. We show that, under a standard nonoverload condition, the limiting invariant distribution (ID) of the process $\underline{\mathbf{r}}$ is concentrated at a single point, and the process itself asymptotically approaches a single trajectory. This trajectory is identified with the solution to a countably infinite system of ODE's, whose fixed point corresponds to the limiting ID. Under the limiting ID, the tail of the distribution of queue-lengths decays superexponentially, rather than exponentially as in the case of standard Jackson networks--hence the term "fast networks" in the title of the paper.
Publié le : 1999-08-14
Classification:  Jackson network,  queueing network,  dynamic routing,  Markov process,  superexponential decay,  90B15,  60K25,  60J27
@article{1029962816,
     author = {Martin, J. B. and Suhov, Yu. M.},
     title = {Fast Jackson networks},
     journal = {Ann. Appl. Probab.},
     volume = {9},
     number = {1},
     year = {1999},
     pages = { 854-870},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1029962816}
}
Martin, J. B.; Suhov, Yu. M. Fast Jackson networks. Ann. Appl. Probab., Tome 9 (1999) no. 1, pp.  854-870. http://gdmltest.u-ga.fr/item/1029962816/