Uniform Moment Bounds for Generalized Jackson Networks in Multiscale Heavy Traffic
成果类型：
Article; Early Access
署名作者：
Guang, Jin; Chen, Xinyun; Dai, J. G.
署名单位：
The Chinese University of Hong Kong, Shenzhen; Cornell University
刊物名称：
MATHEMATICS OF OPERATIONS RESEARCH
ISSN/ISSBN：
0364-765X
DOI：
10.1287/moor.2024.0408
发表日期：
2025
关键词：
摘要：
We establish uniform moment bounds for steady-state queue lengths of generalized Jackson networks (GJNs) in multiscale heavy traffic as recently proposed by Dai et al. in 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. in 2023 to establish a product-form limit of GJN in the multiscale heavy traffic regime. Our proof critically utilizes the Palm version of the basic adjoint relationship (BAR) as developed in Braverman et al. in 2024.