A heavy-traffic expansion for asymptotic decay rates of tail probabilities in multichannel queues

نویسندگان

  • Joseph Abate
  • Ward Whitt
چکیده

We establish a heavy-traffic asymptotic expansion (in powers of one minus the traffic intensity) for the asymptotic decay rates of queue-length and workload tail probabilities in stable infinite-capacity multi-channel queues. The specific model has multiple independent heterogeneous servers, each with i.i.d. service times, that are independent of the arrival process, which is the superposition of independent non-identical renewal processes. Customers are assigned to the first available server in the order of arrival. The heavy-traffic expansion yields relatively simple approximations for the tails of steady-state distributions and higher percentiles, yielding insight into the impact of the first three moments of the defining distributions.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Heavy-traffic Asymptotic Expansions for the Asymptotic Decay Rates in the Bmap/g/1 Queue

In great generality, the basic steady-state distributions in the BMAP / G /1 queue have asymptotically exponential tails. Here we develop asymptotic expansions for the asymptotic decay rates of these tail probabilities in powers of one minus the traffic intensity. The first term coincides with the decay rate of the exponential distribution arising in the standard heavy-traffic limit. The coeffi...

متن کامل

Exponential Approximations for Tail Probabilities in Queues II: Sojourn Time and Workload

We continue to focus on simple exponential approximations for steady-state tail probabilities in queues based on asymptotics. For the G/GI/1 model with i.i.d. service times that are independent of an arbitrary stationary arrival process, we relate the asymptotics for the steadystate waiting time, sojourn time and workload. We show that the three asymptotic decay rates coincide and that the thre...

متن کامل

Asymptotic Behavior of Weighted Sums of Weakly Negative Dependent Random Variables

Let be a sequence of weakly negative dependent (denoted by, WND) random variables with common distribution function F and let be other sequence of positive random variables independent of and for some and for all . In this paper, we study the asymptotic behavior of the tail probabilities of the maximum, weighted sums, randomly weighted sums and randomly indexed weighted sums of heavy...

متن کامل

SOME GENERALIZATIONS OF WEAK CONVERGENCE RESULTS ON MULTIPLE CHANNEL QUEUES IN HEAVY TRAFFIC.

This paper extends certain results of Iglehart and Whitt on multiple channel queues to the case where the inter-arrival times and service times are not necessarily identically distributed. It is shown that the weak convergence results in this case are exactly the same as those obtained by Iglehart and Whitt

متن کامل

Uniform Large Deviations for Heavy-Tailed Single-Server Queues under Heavy Traffic

We provide a complete large and moderate deviations asymptotic for the steady-state waiting time of a class of subexponential M/G/1 queues under heavy traffic. The asymptotic is uniform over the whole positive axis, and reduces to Kingman’s asymptotic and heavy-tail asymptotic on two ends, both of which are known to be valid only in limited regimes. On the link between these two well-known asym...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Oper. Res. Lett.

دوره 15  شماره 

صفحات  -

تاریخ انتشار 1994