English

Maximum waiting time in heavy-tailed fork-join queues

Probability 2022-11-07 v1

Abstract

In this paper, we study the maximum waiting time maxiNWi()\max_{i\leq N}W_i(\cdot) in an NN-server fork-join queue with heavy-tailed services as NN\to\infty. The service times are the product of two random variables. One random variable has a regularly varying tail probability and is the same among all NN servers, and one random variable is Weibull distributed and is independent and identically distributed among all servers. This setup has the physical interpretation that if a job has a large size, then all the subtasks have large sizes, with some variability described by the Weibull-distributed part. We prove that after a temporal and spatial scaling, the maximum waiting time process converges in D[0,T]D[0,T] to the supremum of an extremal process with negative drift. The temporal and spatial scaling are of order L~(bN)bNβ(β1)\tilde{L}(b_N)b_N^{\frac{\beta}{(\beta-1)}}, where β\beta is the shape parameter in the regularly varying distribution, L~(x)\tilde{L}(x) is a slowly varying function, and (bN,N1)(b_N,N\geq 1) is a sequence for which holds that maxiNAi/bNP1\max_{i\leq N}A_i/b_N\overset{\mathbb{P}}{\longrightarrow}1, as NN\to\infty, where AiA_i are i.i.d.\ Weibull-distributed random variables. Finally, we prove steady-state convergence.

Keywords

Cite

@article{arxiv.2211.02313,
  title  = {Maximum waiting time in heavy-tailed fork-join queues},
  author = {Dennis Schol and Maria Vlasiou and Bert Zwart},
  journal= {arXiv preprint arXiv:2211.02313},
  year   = {2022}
}
R2 v1 2026-06-28T05:10:23.744Z