Heavy traffic limit for the workload plateau process in a tandem queue with identical service times

DOI10.1016/J.SPA.2019.05.007MaRDI QIDQ2301484zbMATHOpenAlexFDO

Authors H. Christian Gromoll, Bryce Terwilliger, Bert Zwart

Publication date 24 February 2020

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

Full work available at URL https://arxiv.org/abs/1706.03759

zbMATH Keywords

infinite variancetandem queuecontinuous mappingexcursion theoryprocess limitLévy process

Mathematics Subject Classification ID

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

Abstract: We consider a two-node tandem queueing network in which the upstream queue is GI/GI/1 and each job reuses its upstream service requirement when moving to the downstream queue. Both servers employ the first-in-first-out policy. To investigate the evolution of workload in the second queue, we introduce and study a process M, called the plateau process, which encodes most of the information in the workload process. We focus on the case of infinite-variance service times and show that under appropriate scaling, workload in the first queue converges, and although the workload in the second queue does not converge, the plateau process does converges to a limit that is a certain function of two independent Levy processes. Using excursion theory, we compare a time changed version of the limit to a limit process derived in previous work.

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