Jackson network in a random environment: strong approximation |
Elena Bashtova, Elena Lenena |
2020, issue 2, P. 144-149 DOI: https://doi.org/10.47910/FEMJ202015 |
Abstract |
We consider a Jackson network with regenerative input flows in which every server is subject to a random environment influence generating breakdowns and repairs. They occur in accordance with two independent sequences of i.i.d. random variables. We establish a theorem on the strong approximation of the vector of queue lengths by a reflected Brownian motion in positive orthant. |
Keywords: Jackson network, Strong approximation, Unreliable systems |
Download the article (PDF-file) |
References |
[1] J. M. Harrison, “The heavy tra?c approximation for single server queues in series”, J. Appl. Probab., 10:3, (1973), 613–629. [2] W. Whitt, “Heavy tra?c limit theorems for queues: a survey”, In Mathematical Methods in Queueing Theory, 98, (1974), 307–350. [3] A. J. Lemoine, “State of the art – networks of queues: a survey of weak convergence results”, Manag. Sci., 24:11, (1978), 1175–1193. [4] M. I. Reiman, “Open queueing networks in heavy tra?c”, Mathematics of Operations Re-search, 9:3, (1984), 441–458. [5] H. Chen, D. D. Yao, Fundamentals of Queueing Networks, Springer, New York, 2001. [6] N. V. Djellab, “On the M |G|1 retrial queue subjected to breakdowns”, RAIRO - Oper. Res., 36, (2002), 299-310. [7] D. P. Gaver, “A waiting line with interrupted service, including priorities”, J. R. Stat. Soc. (B), 24:1, (1962), 73–90. [8] E. Kalimulina, Analysis of unreliable Jackson-type queueing networks with dynamic routing, SSRN Working Paper, https://ssrn.com/abstract=2881956. [9] N. Sherman, J. Kharoufen, M. Abramson, “An M |G|1 retrial queue with unreliable server for streaming multimedia applications”, Prob. Eng. Inf. Sci., 23, (2009), 281–304. [10] L. G. Afanasyeva, E. E. Bashtova, “Coupling method for asymptotic analysis of queues with regenerative input and unreliable server”, Queueing Systems, 76, (2014), 125–147. [11] J. M. Harrison, M. I. Reiman, “Re?ected Brownian motion on an orthant”, Ann. Probab., 9:2, (1981), 302–308. [12] W. L. Smith, “Regenerative stochastic processes”, Proc. Royal Soc. London Ser. A, 232:1188, (1955), 6–31. [13] E. Bashtova, A. Shashkin, “Strong Gaussian approximation for cumulative processes with heavy tails”, arXiv: 2007.15481. [14] M. Cs?org?o, L. Horv?ath, J. Steinebach, “Invariance principles for renewal processes”, Ann. Probab., 15:4, (1987), 1441–1460. |