On busy periods of the critical GI/G/1 queue and BRAVO

DOI10.1007/S11134-022-09858-4MaRDI QIDQ2095034zbMATH OpenOpenAlexFDO

Authors Yoni Nazarathy, Zbigniew Palmowski

Publication date 9 November 2022

Published in Queueing Systems (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2203.15456

zbMATH Keywords

asymptoticsbalancing reduces asymptotic variance of outputsbusy periodsingle server queue

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Queueing theory (aspects of probability theory) (60K25)

Abstract: We study critical GI/G/1 queues under finite second moment assumptions. We show that the busy period distribution is regularly varying with index half. We also review previously known M/G/1/ and M/M/1 derivations, yielding exact asymptotics as well as a similar derivation for GI/M/1. The busy period asymptotics determine the growth rate of moments of the renewal process counting busy cycles. We further use this to demonstrate a BRAVO phenomenon (Balancing Reduces Asymptotic Variance of Outputs) for the work-output process (namely the busy-time). This yields new insight on the BRAVO effect. A second contribution of the paper is in settling previous conjectured results about GI/G/1 and GI/G/s BRAVO. Previously, infinite buffer BRAVO was generally only settled under fourth-moment assumptions together with an assumption about the tail of the busy-period. In the current paper we strengthen the previous results by reducing to assumptions to existence of $2+epsilon$ moments.

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Cited in

(6)

• Precise formulae for bravo coefficients
• The asymptotic variance of departures in critically loaded queues
• The variance of departure processes: puzzling behavior and open problems
• BRAVO for many-server QED systems with finite buffers
• Second order properties of thinned counts in finite birth-death processes
• Stochastic 1D search-and-capture as a G/M/c queueing model

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