Tail asymptotics for delay in a half-loaded GI/GI/2 queue with heavy-tailed job sizes
نویسندگان
چکیده
We obtain asymptotic bounds for the tail distribution of steady-state waiting time in a two server queue where each server processes incoming jobs at a rate equal to the rate of their arrivals (that is, the half-loaded regime). The job sizes are taken to be regularly varying. When the incoming jobs have finite variance, there are basically two types of effects that dominate the tail asymptotics. While the quantitative distinction between these two manifests itself only in the slowly varying components, the two effects arise from qualitatively very different phenomena (arrival of one extremely big job (or) two big jobs). Then there is a phase transition that occurs when the incoming jobs have infinite variance. In that case, only one of these effects dominate the tail asymptotics, the one involving arrival of one extremely big job.
منابع مشابه
The heavy-tailed heavy-traffic machine-repairman problem: A GI/G/2 Queue
Recent research in queuing focuses more on the impacts of heavy-tailed service times, neglecting the fact that stochastic inter-arrival times are often heavy-tailed as well. We investigate the impacts of heavy-tailed gamma inter-arrival time distributions on the waiting-time distribution of a GI/G/2 queue, and simulate the tail properties of waiting-time distribution using real data.
متن کاملHeavy Tails in Multi-Server Queue
In this paper, the asymptotic behaviour of the distribution tail of the stationary waiting time W in the GI/GI/2 FCFS queue is studied. Under subexponential-type assumptions on the service time distribution, bounds and sharp asymptotics are given for the probability P{W > x}. We also get asymptotics for the distribution tail of a stationary two-dimensional workload vector and of a stationary qu...
متن کاملHeavy Tails in Multi-Server Queue1
In this paper, the asymptotic behaviour of the distribution tail of the stationary waiting time W in the GI/GI/2 FCFS queue is studied. Under subexponential-type assumptions on the service time distribution, bounds and sharp asymptotics are given for the probability P{W > x}. We also get asymptotics for the distribution tail of a stationary two-dimensional workload vector and of a stationary qu...
متن کاملCustomer sojourn time in GI/GI/1 feedback queue in the presence of heavy tails
We consider a single-server GI/GI/1 queueing system with feedback. We assume the service times distribution to be (intermediate) regularly varying. We find the tail asymptotics for a customer’s sojourn time in two regimes: the customer arrives in an empty system, and the customer arrives in the system in the stationary regime. In particular, in the case of Poisson input we use the branching pro...
متن کاملSimulating Tail Probabilities in GI/GI.1 Queues and Insurance Risk Processes with Sub Exponential Distributions
This paper deals with estimating small tail probabilities of the steady-state waiting time in a GI/GI/1 queue with heavy-tailed (subexponential) service times. The interarrival times can have any distribution with a nite mean. The problem of estimating in nite horizon ruin probabilities in insurance risk processes with heavy-tailed claims can be transformed into the same framework. It is well-k...
متن کاملذخیره 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 ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Queueing Syst.
دوره 81 شماره
صفحات -
تاریخ انتشار 2015