Asymptotic independence of regenerative processes with a special dependence structure
Royi Jacobovic (royi.jacobovic@mail.huji.ac.il) and
Offer Kella (offer.kella@gmail.com)
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Royi Jacobovic: The Hebrew University of Jerusalem
Offer Kella: The Hebrew University of Jerusalem
Queueing Systems: Theory and Applications, 2019, vol. 93, issue 1, No 6, 139-152
Abstract:
Abstract We identify some conditions under which regenerative processes with a certain dependence structure among them are asymptotically independent. The result is applied to various models, in particular independent Lévy processes with dependent secondary jumps at the origin (for example, workloads of parallel M/G/1 queues with server vacations), the asymptotic performance of systems with multiple correlated sources that generate real-time status updates measured by the limiting probability of an updated system, and asymptotic results for clearing processes with dependent arrivals of clearings. Finally, the asymptotic distribution of the classic Jackson network is discussed as yet another example.
Keywords: Regenerative processes; Dependent cycles; Product form; Primary 60K05; Secondary; 60K25; 60G51; 90B15 (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:spr:queues:v:93:y:2019:i:1:d:10.1007_s11134-019-09606-1
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DOI: 10.1007/s11134-019-09606-1
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