Heavy-tail asymptotics for the length of a busy period in a Generalised Jackson Network

Abstract

We consider a Generalised Jackson Network with finitely many servers, a renewal input and $i.i.d.$ service times at each queue. We assume the network to be stable and, in addition, the distribution of the inter-arrival times to have unbounded support. This implies that the length of a typical busy period $B$, which is the time between two successive idle periods, is finite a.s. and has a finite mean. We assume that the distributions of the service times with the heaviest tails belong to the class of so-called intermediate regularly varying distributions. We obtain the exact asymptotics for the probability $\mathbb{P}(B>x)$, as $x\to \infty$. For that, we show that the Principle of a Single Big Jump holds: $B$ takes a large value mainly due to a single unusually large service time.

39 pages