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

DOI10.1016/0304-4149(95)94780-QMaRDI QIDQ1899261zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

excursionsmartingalesqueuesworkloadpredictable characteristicsPalm probabilities

Mathematics Subject Classification ID

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

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

Cites work

• scientific article; zbMATH DE number 3500818 (Why is no real title available?)
• scientific article; zbMATH DE number 3522951 (Why is no real title available?)
• scientific article; zbMATH DE number 1460450 (Why is no real title available?)
• scientific article; zbMATH DE number 3796940 (Why is no real title available?)
• scientific article; zbMATH DE number 822726 (Why is no real title available?)
• Calculation of the Laplace transform of the length of the busy period for the M/G/1 queue via martingales
• Dynamic, transient and stationary behavior of the M/GI/1 queue via martingales
• Event and time averages: a review
• Probability approximations via the Poisson clumping heuristic
• Some exponential type bounds for hitting time distributions of storage processes
• Stationary random processes associated with point processes
• The derivation of invariance relations in complex queueing systems with stationary inputs
• Useful martingales for stochastic storage processes with Lévy input

Cited in

(3)

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

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