English

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 DD in the stable GI/GI/sGI/GI/s FCFS queue. These bounds depend on the value of the traffic load ρ\rho 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 sks-k big jumps' in this case (here kk is the integer part of ρ\rho), 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.

Keywords

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}
}
R2 v1 2026-06-21T17:54:57.084Z