Large Deviations for the Infinite Server Queue in Heavy Traffic

Author(s):  
Peter W. Glynn
2015 ◽  
Vol 47 (03) ◽  
pp. 761-786 ◽  
Author(s):  
Jose Blanchet ◽  
Jing Dong

We present the first class of perfect sampling (also known as exact simulation) algorithms for the steady-state distribution of non-Markovian loss systems. We use a variation of dominated coupling from the past. We first simulate a stationary infinite server system backwards in time and analyze the running time in heavy traffic. In particular, we are able to simulate stationary renewal marked point processes in unbounded regions. We then use the infinite server system as an upper bound process to simulate the loss system. The running time analysis of our perfect sampling algorithm for loss systems is performed in the quality-driven (QD) and the quality-and-efficiency-driven regimes. In both cases, we show that our algorithm achieves subexponential complexity as both the number of servers and the arrival rate increase. Moreover, in the QD regime, our algorithm achieves a nearly optimal rate of complexity.


2021 ◽  
pp. 411-424
Author(s):  
Ayane Nakamura ◽  
Tuan Phung-Duc

2008 ◽  
Vol 61 (1) ◽  
pp. 65-84 ◽  
Author(s):  
Brian H. Fralix ◽  
Ivo J. B. F. Adan

1993 ◽  
Vol 30 (3) ◽  
pp. 589-601 ◽  
Author(s):  
Sid Browne ◽  
J. Michael Steele

We obtain the distribution of the length of a clump in a coverage process where the first line segment of a clump has a distribution that differs from the remaining segments of the clump. This result allows us to provide the distribution of the busy period in an M/G/∞ queueing system with exceptional first service, and applications are considered. The result also provides the tool necessary to analyze the transient behavior of an ordinary coverage process, namely the depletion time of the ordinary M/G/∞ system.


1984 ◽  
Vol 16 (01) ◽  
pp. 6
Author(s):  
David Y. Burman ◽  
Donald R. Smith

Consider a general single-server queue where the customers arrive according to a Poisson process whose rate is modulated according to an independent Markov process. The authors have previously reported on limits for the average delay in light and heavy traffic. In this paper we review these results, extend them to multiserver queues, and describe some approximations obtained from them for general delays.


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