Asymptotics of overflow probabilities in Jackson networks

  • Authors:
  • Jiyeon Lee

  • Affiliations:
  • Department of Statistics, Yeungnam University, Kyungsan 712-749, South Korea

  • Venue:
  • Operations Research Letters
  • Year:
  • 2004

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Abstract

We consider the probability that the total population of a Jackson network exceeds a given large value. By using the relation to the stationary distribution, we derive upper and lower bounds on this probability. These bounds imply a stronger logarithmic limit when multiple nodes have the same maximal load.