Asymptotic independence of regenerative processes with a special dependence structure

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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.

Original languageEnglish
Pages (from-to)139-152
Number of pages14
JournalQueueing Systems
Volume93
Issue number1-2
DOIs
StatePublished - 1 Oct 2019

Keywords

  • Dependent cycles
  • Product form
  • Regenerative processes

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Computer Science Applications
  • Management Science and Operations Research
  • Computational Theory and Mathematics

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