Related papers: Refined Tail Asymptotic Properties for the $M^X/G/…
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…
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…
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…
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…
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…
The tail of the distribution of a sum of a random number of independent and identically distributed nonnegative random variables depends on the tails of the number of terms and of the terms themselves. This situation is of interest in the…
Distributions with a heavy tail are difficult to estimate. If the design of a scheduling policy is sensitive to the details of heavy tail distributions of the service times, an approximately optimal solution is difficult to obtain. This…
We consider scheduling in the M/G/1 queue with unknown job sizes. It is known that the Gittins policy minimizes mean response time in this setting. However, the behavior of the tail of response time under Gittins is poorly understood, even…
We consider Markovian multiserver retrial queues where a blocked customer has two opportunities for abandonment: at the moment of blocking or at the departure epoch from the orbit. In this queueing system, the number of customers in the…
Multiclass open queueing networks find wide applications in communication, computer and fabrication networks. Often one is interested in steady-state performance measures associated with these networks. Conceptually, under mild conditions,…
We consider the tail behavior of random variables $R$ which are solutions of the distributional equation $R\stackrel{d}{=}Q+MR$, where $(Q,M)$ is independent of $R$ and $|M|\le 1$. Goldie and Gr\"{u}bel showed that the tails of $R$ are no…
In the study of large scale stochastic networks with resource management, differential equations and mean-field limits are two key techniques. Recent research shows that the expected fraction vector (that is, the tailed probability vector)…
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…
One of the key performance measures in queueing systems is the exponential decay rate of the steady-state tail probabilities of the queue lengths. It is known that if a corresponding fluid model is stable and the stochastic primitives have…
In join the shortest queue networks, incoming jobs are assigned to the shortest queue from among a randomly chosen subset of $D$ queues, in a system of $N$ queues; after completion of service at its queue, a job leaves the network. We also…
In this paper, we consider the number of both arrivals and departures seen by a tagged customer while in service in a classical $M/M/1$ processor sharing queue. By exploiting the underlying orthogonal structure of this queuing system…
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…
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…
We call two copulas tail equivalent if their first-order approximations in the tail coincide. As a special case, a copula is called tail symmetric if it is tail equivalent to the associated survival copula. We propose a novel measure and…
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…