Heavy Loads and Heavy Tails
Probability
2023-04-20 v1
Abstract
The present paper is concerned with the stationary workload of queues with heavy-tailed (regularly varying) characteristics. We adopt a transform perspective to illuminate a close connection between the tail asymptotics and heavy-traffic limit in infinite-variance scenarios. This serves as a tribute to some of the pioneering results of J.W. Cohen in this domain. We specifically demonstrate that reduced-load equivalence properties established for the tail asymptotics of the workload naturally extend to the heavy-traffic limit.
Keywords
Cite
@article{arxiv.2304.09279,
title = {Heavy Loads and Heavy Tails},
author = {Sem Borst},
journal= {arXiv preprint arXiv:2304.09279},
year = {2023}
}