The impact of a heavy-tailed service-time distribution upon the M/GI/s waiting-time distribution

被引:3
|
作者
Ward Whitt
机构
来源
Queueing Systems | 2000年 / 36卷
关键词
heavy-tailed distributions; subexponential distributions; tail probability asymptotics; multi-server queues; M/GI/s queue, waiting times; existence of finite moments;
D O I
暂无
中图分类号
学科分类号
摘要
By exploiting an infinite-server-model lower bound, we show that the tails of the steady-state and transient waiting-time distributions in the M/GI/s queue with unlimited waiting room and the first-come first-served discipline are bounded below by tails of Poisson distributions. As a consequence, the tail of the steady-state waiting-time distribution is bounded below by a constant times the sth power of the tail of the service-time stationary-excess distribution. We apply that bound to show that the steady-state waiting-time distribution has a heavy tail (with appropriate definition) whenever the service-time distribution does. We also establish additional results that enable us to nearly capture the full asymptotics in both light and heavy traffic. The difference between the asymptotic behavior in these two regions shows that the actual asymptotic form must be quite complicated.
引用
收藏
页码:71 / 87
页数:16
相关论文
共 50 条
  • [41] A Way of Estimating Time-varying Covariance Matrix of FX Returns with Heavy-tailed Distribution
    Chen, Rongda
    Liu, Jianbo
    Lv, Yi
    ADVANCES IN BUSINESS INTELLIGENCE AND FINANCIAL ENGINEERING, 2008, 5 : 763 - 770
  • [42] THE WAITING-TIME DISTRIBUTION AND ITS MOMENTS OF THE PH/PH/1 QUEUE
    VANDELIEFVOORT, A
    OPERATIONS RESEARCH LETTERS, 1990, 9 (04) : 261 - 269
  • [43] SENSITIVITY TO THE SERVICE-TIME DISTRIBUTION IN THE NONSTATIONARY ERLANG LOSS MODEL
    DAVIS, JL
    MASSEY, WA
    WHITT, W
    MANAGEMENT SCIENCE, 1995, 41 (06) : 1107 - 1116
  • [44] ANALYSIS OF WAITING-TIME DISTRIBUTION FOR ROUND-ROBIN SCHEDULING SCHEME
    NAKAMURA, G
    MURAO, Y
    TSUKAMOT.K
    ELECTRONICS & COMMUNICATIONS IN JAPAN, 1969, 52 (01): : 153 - &
  • [45] Subrecoil laser cooling with velocity filtering: Measurement of the waiting-time distribution
    Schaufler, S
    Schleich, WP
    Yakovlev, VP
    LASER PHYSICS, 1999, 9 (01) : 277 - 280
  • [46] Waiting-time distribution for Korean stock-market index KOSPI
    Lee, JW
    Lee, KE
    Rikvold, PA
    JOURNAL OF THE KOREAN PHYSICAL SOCIETY, 2006, 48 : S123 - S126
  • [47] Waiting time distribution for the M/M/m queue
    Chan, WC
    Lin, YB
    IEE PROCEEDINGS-COMMUNICATIONS, 2003, 150 (03): : 159 - 162
  • [48] A Note on the Waiting-Time Distribution in an Infinite-Buffer GI[X]/C-MSP/1 Queueing System
    Banik, A. D.
    Chaudhry, M. L.
    Kim, James J.
    JOURNAL OF PROBABILITY AND STATISTICS, 2018, 2018
  • [50] A new heavy-tailed discrete distribution for LRD M/G/∞ sample generation
    Suárez-González, A
    López-Ardao, JC
    López-García, C
    Fernández-Veiga, M
    Rodríguez-Rubio, R
    Sousa-Vieira, ME
    PERFORMANCE EVALUATION, 2002, 47 (2-3) : 197 - 219