On Large Delays in Multi-Server Queues with Heavy Tails
Probability
2013-03-20 v2
Abstract
We present upper and lower bounds for the tail distribution of the stationary waiting time in the stable FCFS queue. These bounds depend on the value of the traffic load 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 big jumps' in this case (here is the integer part of ), which gives the most probable way for the stationary waiting time to be large. Another corollary of the bounds obtained is to provide a new proof of necessity and sufficiency of conditions for the existence of moments of the stationary waiting time.
Cite
@article{arxiv.1104.3192,
title = {On Large Delays in Multi-Server Queues with Heavy Tails},
author = {Sergey Foss and Dmitry Korshunov},
journal= {arXiv preprint arXiv:1104.3192},
year = {2013}
}