Related papers: Heavy tails in multi-server queues
A network belongs to the monotone separable class if its state variables are homogeneous and monotone functions of the epochs of the arrival process. This framework contains several classical queueing network models, including generalized…
This paper studies the heavy-traffic asymptotics for the multiclass FIFO M${}^X$/G/1 queue. We first derive the probability generating function of the joint queue length distribution. Using the probability generating function, we then…
We study the asymptotic response time tail in the M/G/n multi-server queue with heavy-tailed (regularly varying) job sizes, a setting representative of modern computing workloads. For single-server systems, tail optimization is well…
We calculate asymptotics of the distribution of the number of customers in orbit in a two-class priority retrial $M/G/1$-type queueing model. In this model, priority customers wait in line while non-priority customers join an orbit and…
This paper investigates tail asymptotics of stationary distributions and quasi-stationary distributions (QSDs) of continuous-time Markov chains on subsets of the non-negative integers. Based on the so-called flux-balance equation, we…
As well known, for a supercritical Galton-Watson process $Z_n$ whose offspring distribution has mean $m>1$, the ratio $W_n:=Z_n/m^n$ has a.s. limit, say $W$. We study tail behaviour of the distributions of $W_n$ and $W$ in the case where…
We study the large-time asymptotic of renewal-reward processes with a heavy-tailed waiting time distribution. It is known that the heavy tail of the distribution produces an extremely slow dynamics, resulting in a singular large deviation…
Stochastic networks with complex structures are key modelling tools for many important applications. In this paper, we consider a specific type of network: the retrial queueing systems with priority. This type of queueing system is…
We consider a Generalised Jackson Network with finitely many servers, a renewal input and $i.i.d.$ service times at each queue. We assume the network to be stable and, in addition, the distribution of the inter-arrival times to have…
The areas under workload process and under queuing process in a single server queue over the busy period have many applications not only in queuing theory but also in risk theory or percolation theory. We focus here on the tail behaviour of…
We study a sequence of single server queues with customer abandonment (GI/GI/1+GI) under heavy traffic. The patience time distributions vary with the sequence, which allows for a wider scope of applications. It is known ([20, 18]) that the…
In this article a special case of an M/G/2-queue is considered, where the two servers are exposed to two types of jobs that are distributed among the servers via a random switch. In this model the asymptotic behaviour of the workload buffer…
In this paper, we consider a discrete-time preemptive priority queue with different service rates for two classes of customers, one with high-priority and the other with low-priority. This model corresponds to the classical preemptive…
We consider the FCFS $GI/GI/n$ queue in the Halfin-Whitt heavy traffic regime, and prove bounds for the steady-state probability of delay (s.s.p.d.) for generally distributed processing times. We prove that there exist $\epsilon_1,…
We consider the FCFS $M/H_2/n + M$ queue in the Halfin-Whitt heavy traffic regime. It is known that the normalized sequence of steady-state queue length distributions is tight and converges weakly to a limiting random variable W. However,…
We investigate asymptotics of the tail distribution of sojourn time $$ \int_0^T \mathbb{I}(X(t)> u)dt, $$ as $u\to\infty$, where $X$ is a centered stationary Gaussian process and $T$ is an independent of $X$ nonnegative random variable. The…
In general, obtaining the exact steady-state distribution of queue lengths is not feasible. Therefore, we establish bounds for the tail probabilities of queue lengths. Specifically, we examine queueing systems under Heavy-Traffic (HT)…
In many applications, significant correlations between arrivals of load-generating events make the numerical evaluation of the load of a system a challenging problem. Here, we construct very accurate approximations of the workload…
The main contribution of this paper is to prove the subexponential tail equivalence of the stationary queue length distributions in the BMAP/GI/1 queues with and without retrials. We first present a stochastic-decomposition-like result of…
We consider a Markov modulated fluid network with a finite number of stations. We are interested in the tail asymptotics behavior of the stationary distribution of its buffer content process. Using two different approaches, we derive upper…