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In this paper, the asymptotic behaviour of the distribution tail of the stationary waiting time $W$ in the $GI/GI/2$ FCFS queue is studied. Under subexponential-type assumptions on the service time distribution, bounds and sharp asymptotics…

Probability · Mathematics 2013-03-20 Sergey Foss , Dmitry Korshunov

We consider a single-server GI/GI/1 queueing system with feedback. We assume the service times distribution to be (intermediate) regularly varying. We find the tail asymptotics for a customer's sojourn time in two regimes: the customer…

Probability · Mathematics 2018-08-01 Sergey Foss , Masakiyo Miyazawa

We are interested in a large queue in a $GI/G/k$ queue with heterogeneous servers. For this, we consider tail asymptotics and weak limit approximations for the stationary distribution of its queue length process in continuous time under a…

Probability · Mathematics 2017-03-10 Masakiyo Miyazawa

Two of the most popular approximations for the distribution of the steady-state waiting time, $W_{\infty}$, of the M/G/1 queue are the so-called heavy-traffic approximation and heavy-tailed asymptotic, respectively. If the traffic…

Probability · Mathematics 2011-04-08 Mariana Olvera-Cravioto , Jose Blanchet , Peter Glynn

We consider a two-node fluid network with batch arrivals of random size having a heavy-tailed distribution. We are interested in the tail asymptotics for the stationary distribution of a two-dimensional queue-length process. The tail…

Probability · Mathematics 2016-11-25 Sergey Foss , Masakiyo Miyazawa

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…

Performance · Computer Science 2026-05-14 Zhouzi Li , Mor Harchol-Balter , Alan Scheller-Wolf

We consider the $\Delta_{(i)}/G/1$ queue, in which a a total of $n$ customers independently demand service after an exponential time. We focus on the case of heavy-tailed service times, and assume that the tail of the service time…

Probability · Mathematics 2016-05-23 Gianmarco Bet , Remco van der Hofstad , Johan S. H. van Leeuwaarden

We present upper and lower bounds for the tail distribution of the stationary waiting time $D$ in the stable $GI/GI/s$ FCFS queue. These bounds depend on the value of the traffic load $\rho$ which is the ratio of mean service and mean…

Probability · Mathematics 2013-03-20 Sergey Foss , Dmitry Korshunov

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…

Probability · Mathematics 2023-04-20 Sem Borst

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…

Mathematical Physics · Physics 2022-01-05 Hiroshi Horii , Raphael Lefevere , Takahiro Nemoto

This paper studies the asymptotic behavior of the steady-state waiting time, W_infty, of the M/G/1 queue with subexponenential processing times for different combinations of traffic intensities and overflow levels. In particular, we provide…

Probability · Mathematics 2011-03-22 Mariana Olvera-Cravioto , Peter W. Glynn

In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…

Probability · Mathematics 2020-05-29 Wei Xu

When an explicit expression for a probability distribution function $F(x)$ can not be found, asymptotic properties of the tail probability function $\bar{F}(x)=1-F(x)$ are very valuable, since they provide approximations or bounds for…

Probability · Mathematics 2019-04-16 Bin Liu , Yiqiang Q. Zhao

In this paper, we study the asymptotic behavior of the tail probability of the number of customers in the steady-state $M/G/1$ retrial queue with Bernoulli schedule, under the assumption that the service time distribution has a regularly…

Probability · Mathematics 2019-04-16 Bin Liu , Yiqiang Q. Zhao

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…

Probability · Mathematics 2025-07-01 Sergey Foss , Masakiyo Miyazawa , Linglong Yuan

We study the asymptotics of the stationary sojourn time Z of a "typical customer" in a tandem of single-server queues. It is shown that, in a certain "intermediate" region of light-tailed service time distributions, Z may take a large value…

Probability · Mathematics 2011-11-29 S. G. Foss

We consider the FCFS G/G/n queue in the Halfin-Whitt regime, in the presence of heavy-tailed distributions (i.e. infinite variance). We prove that under minimal assumptions, i.e. only that processing times have finite 1 + epsilon moment and…

Probability · Mathematics 2017-07-26 David A. Goldberg , Yuan Li

We investigate the asymptotic behavior of the steady-state queue length distribution under generalized max-weight scheduling in the presence of heavy-tailed traffic. We consider a system consisting of two parallel queues, served by a single…

Networking and Internet Architecture · Computer Science 2010-07-27 Krishna Jagannathan , Mihalis Markakis , Eytan Modiano , John N. Tsitsiklis

We consider the single server queue with service in random order. For a large class of heavy-tailed service time distributions, we determine the asymptotic behavior of the waiting time distribution. For the special case of Poisson arrivals…

Probability · Mathematics 2017-11-29 Onno Boxma , Sergey Foss , Jean-Marc Lasgouttes , Rudesindo Núñez Queija

In the literature, retrial queues with batch arrivals and heavy service times have been studied and the so-called equivalence theorem has been established under the condition that the service time is heavier than the batch size. The…

Probability · Mathematics 2020-08-13 Bin Liu , Jie Min , Yiqiang Q. Zhao
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