scholarly journals Sojourn time tails in the single server queue with heavy-tailed service times

2011 ◽  
Vol 69 (2) ◽  
pp. 101-119 ◽  
Author(s):  
Onno Boxma ◽  
Denis Denisov
2017 ◽  
Vol 54 (3) ◽  
pp. 921-942
Author(s):  
Gianmarco Bet ◽  
Remco van der Hofstad ◽  
Johan S. H. van Leeuwaarden

AbstractWe consider the Δ(i)/G/1 queue, in which a total ofncustomers join a single-server queue for service. Customers join the queue independently after exponential times. We considerheavy-tailedservice-time distributions with tails decaying asx-α, α ∈ (1, 2). We consider the asymptotic regime in which the population size grows to ∞ and establish that the scaled queue-length process converges to an α-stable process with a negative quadratic drift. We leverage this asymptotic result to characterize the head start that is needed to create a long period of uninterrupted activity (a busy period). The heavy-tailed service times should be contrasted with the case of light-tailed service times, for which a similar scaling limit arises (Betet al.(2015)), but then with a Brownian motion instead of an α-stable process.


1987 ◽  
Vol 24 (03) ◽  
pp. 758-767
Author(s):  
D. Fakinos

This paper studies theGI/G/1 queueing system assuming that customers have service times depending on the queue size and also that they are served in accordance with the preemptive-resume last-come–first-served queue discipline. Expressions are given for the limiting distribution of the queue size and the remaining durations of the corresponding services, when the system is considered at arrival epochs, at departure epochs and continuously in time. Also these results are applied to some particular cases of the above queueing system.


2006 ◽  
Vol 54 (1) ◽  
pp. 79-79
Author(s):  
I. J. B. F. Adan ◽  
V. G. Kulkarni

2008 ◽  
Vol 45 (4) ◽  
pp. 940-952 ◽  
Author(s):  
Abdelghafour Es-Saghouani ◽  
Michel Mandjes

In this paper we consider a single-server queue with Lévy input and, in particular, its workload process (Qt)t≥0, with a focus on the correlation structure. With the correlation function defined asr(t) := cov(Q0,Qt) / var(Q0) (assuming that the workload process is in stationarity at time 0), we first determine its transform ∫0∞r(t)e-ϑtdt. This expression allows us to prove thatr(·) is positive, decreasing, and convex, relying on the machinery of completely monotone functions. We also show thatr(·) can be represented as the complementary distribution function of a specific random variable. These results are used to compute the asymptotics ofr(t), for larget, for the cases of light-tailed and heavy-tailed Lévy inputs.


2003 ◽  
Vol 40 (2) ◽  
pp. 293-304 ◽  
Author(s):  
Amy R. Ward ◽  
Nicholas Bambos

In this paper, we consider a single-server queue with stationary input, where each job joining the queue has an associated deadline. The deadline is a time constraint on job sojourn time and may be finite or infinite. If the job does not complete service before its deadline expires, it abandons the queue and the partial service it may have received up to that point is wasted. When the queue operates under a first-come-first served discipline, we establish conditions under which the actual workload process—that is, the work the server eventually processes—is unstable, weakly stable, and strongly stable. An interesting phenomenon observed is that in a nontrivial portion of the parameter space, the queue is weakly stable, but not strongly stable. We also indicate how our results apply to other nonidling service disciplines. We finally extend the results for a single node to acyclic (feed-forward) networks of queues with either per-queue or network-wide deadlines.


1994 ◽  
Vol 31 (A) ◽  
pp. 131-156 ◽  
Author(s):  
Peter W. Glynn ◽  
Ward Whitt

We consider the standard single-server queue with unlimited waiting space and the first-in first-out service discipline, but without any explicit independence conditions on the interarrival and service times. We find conditions for the steady-state waiting-time distribution to have asymptotics of the form x–1 log P(W> x) → –θ ∗as x → ∞for θ ∗ > 0. We require only stationarity of the basic sequence of service times minus interarrival times and a Gärtner–Ellis condition for the cumulant generating function of the associated partial sums, i.e. n–1 log E exp (θSn) → ψ (θ) as n → ∞, plus regularity conditions on the decay rate function ψ. The asymptotic decay rate θ is the root of the equation ψ (θ) = 0. This result in turn implies a corresponding asymptotic result for the steady-state workload in a queue with general non-decreasing input. This asymptotic result covers the case of multiple independent sources, so that it provides additional theoretical support for a concept of effective bandwidths for admission control in multiclass queues based on asymptotic decay rates.


1987 ◽  
Vol 24 (3) ◽  
pp. 758-767 ◽  
Author(s):  
D. Fakinos

This paper studies the GI/G/1 queueing system assuming that customers have service times depending on the queue size and also that they are served in accordance with the preemptive-resume last-come–first-served queue discipline. Expressions are given for the limiting distribution of the queue size and the remaining durations of the corresponding services, when the system is considered at arrival epochs, at departure epochs and continuously in time. Also these results are applied to some particular cases of the above queueing system.


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