On Large Delays in Multi-Server Queues with Heavy Tails

نویسندگان

  • Sergey Foss
  • Dmitry Korshunov
چکیده

We present upper and lower bounds for the tail distribution of the stationary waiting time D in the stable GI/GI/s FCFS queue. These bounds depend on the value of the traffic load ρ which is the ratio of mean service and mean interarrival times. For service times with intermediate regularly varying tail distribution the bounds are exact up to a constant, and we are able to establish a “principle of s − k big jumps” in this case (here k is the integer part of ρ), which gives the most probable way for the stationary waiting time to be large .

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

Rare Events and Heavy Tails in Stochastic Systems

This is a set of lecture notes on large deviations and heavy tails in stochastic systems. After an introduction, a short and biased review on heavy-tailed distribution is given. Applications are mostly concerned with stochastic networks, and cover single-server queues, regenerative processes, and fluid models.

متن کامل

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

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 ...

متن کامل

On the Analysis of Queues with Heavy Tails: A Non-Extensive Maximum Entropy Formalism and a Generalisation of the Zipf-Mandelbrot Distribution

A critique of a non-extensive maximum entropy (NME) formalism is undertaken in conjunction with its application into the analysis of queues with heavy tails that are often observed in performance evaluation studies of heterogeneous networks exhibiting traffic burstiness, self-similarity and/or long range dependence (LRD). The credibility of the NME formalism, as a method of inductive inference,...

متن کامل

Large Deviations of Queues Sharing a Randomly Time-Varying Server

We consider a discrete-time model where multiple queues, each with its own exogenous arrival process, are served by a server whose capacity varies randomly and asynchronously with respect to di erent queues. This model is primarily motivated by the problem of eÆcient scheduling of transmissions of multiple data ows sharing a wireless channel. We address the following problem of controlling larg...

متن کامل

Fluid Models for Multiserver Queues with Abandonments

Deterministic fluid models are developed to provide simple first-order performance descriptions for multi-server queues with abandonment under heavy loads. Motivated by telephone call centers, the focus is on multi-server queues with a large number of servers and non-exponential service-time and time-to-abandon distributions. The first fluid model serves as an approximation for the G/GI/s + GI ...

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:
  • Math. Oper. Res.

دوره 37  شماره 

صفحات  -

تاریخ انتشار 2012