Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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NEW BOUNDS ON THE OVERFLOW PROBABILITY IN JACKSON NETWORKS

  • Lee, Ji-Yeon (Department of Statistics, Yeungnam University)
  • Published : 2003.12.01
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Abstract

We consider the probability that the total population of a stable Jackson network reaches a given large value. By using the fluid limit of the reversed network, we derive new upper and lower bounds on this probability, which are sharper than those in Glasserman and Kou (1995). In particular, the improved lower bound is useful for analyzing the performance of an importance sampling estimator for the overflow probability in Jackson tandem networks. Bounds on the expected time to overflow are also obtained.

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References

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