Excursions of the workload process in G/GI/1 queues

DOI10.1016/0304-4149(95)94780-QzbMATH Open0829.60086OpenAlexW2076205772MaRDI QIDQ1899261FDOQ1899261

Authors: Fabrice M. Guillemin, Ravi R. Mazumdar 

Publication date: 15 January 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)94780-q

Recommendations

• Stationary M/G/1 excursions in the presence of heavy tails
• Mean time for the development of large workloads and large queue lengths in the GI/G/1 queue
• A sample path analysis of \(M/GI/1\) queues with workload restrictions
• Transient Behavior of the M/G/1 Workload Process

zbMATH Keywords

excursionsmartingalesqueuesworkloadpredictable characteristicsPalm probabilities

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

Cites Work

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• Probability approximations via the Poisson clumping heuristic
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• The derivation of invariance relations in complex queueing systems with stationary inputs
• Useful martingales for stochastic storage processes with Lévy input
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• Dynamic, transient and stationary behavior of the M/GI/1 queue via martingales
• Stationary random processes associated with point processes
• Event and time averages: a review
• Calculation of the Laplace transform of the length of the busy period for the M/G/1 queue via martingales
• Some exponential type bounds for hitting time distributions of storage processes

Cited In (3)

• Scale functions of Lévy processes and busy periods of finite-capacity M/GI/1 queues
• On the excursions of reflected local-time processes and stochastic fluid queues
• Workload and busy period for \(\mathrm{M}/\mathrm{GI}/1\) with a general impatience mechanism

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