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arXiv · 2401.14647

Uniform Moment Bounds for Generalized Jackson Networks in Multi-scale Heavy Traffic

Jin Guang·Xinyun Chen·J. G. Dai
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Abstract

We establish uniform moment bounds for steady-state queue lengths of generalized Jackson networks (GJNs) in multi-scale heavy traffic as recently proposed by Dai et al. [2023]. Uniform moment bounds lay the foundation for further analysis of the limit stationary distribution. Our result can be used to verify the crucial moment state space collapse (SSC) assumption in Dai et al. [2023] to establish a product-form limit of GJN in the multi-scale heavy traffic regime. Our proof critically utilizes the Palm version of the basic adjoint relationship (BAR) as developed in Braverman et al. [2023].

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Jin Guang, Xinyun Chen, J. G. Dai. 2024-01-26. Uniform Moment Bounds for Generalized Jackson Networks in Multi-scale Heavy Traffic. https://doi.org/10.1287/moor.2024.0408

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