Exact tail asymptotics for fluid models driven by an \textit{M/M/c} queue

DOI10.1007/S11134-019-09601-6zbMATH Open1466.60189arXiv1807.02824OpenAlexW2873798660WikidataQ128441124 ScholiaQ128441124MaRDI QIDQ2329629FDOQ2329629

Authors: Yanyan Li 

Publication date: 18 October 2019

Published in: Queueing Systems (Search for Journal in Brave)

Abstract: In this paper, we investigate exact tail asymptotics for the stationary distribution of a fluid model driven by the $M/M/c$ queue, which is a two-dimensional queueing system with a discrete phase and a continuous level. We extend the kernel method to study tail asymptotics of its stationary distribution, and a total of three types of exact tail asymptotics is identified from our study and reported in the paper.

Full work available at URL: https://arxiv.org/abs/1807.02824

Recommendations

• Exact tail asymptotics for a two-stage queue: complete solution
• scientific article; zbMATH DE number 6719565
• Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows.
• On a fluid model driven by an \(M/M/1\) queue with catastrophe
• Steady-state distribution of the buffer content for \(\text{M}/\text{G}/\infty\) input fluid queues

zbMATH Keywords

asymptotic analysisstationary distributionkernel methodexact tail asymptoticsfluid queue driven by an \(M / M / c\) queue

Mathematics Subject Classification ID

Exact enumeration problems, generating functions (05A15) Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on discrete state spaces (60J27) Asymptotic representations in the complex plane (30E15)

Cites Work

• Singularity Analysis of Generating Functions
• Two coupled processors: The reduction to a Riemann-Hilbert problem
• Exponential and uniform ergodicity of Markov processes
• Title not available (Why is that?)
• Generating functions for generating trees
• Two Parallel Queues Created by Arrivals with Two Demands I
• Title not available (Why is that?)
• Tail decay rates in double QBD processes and related reflected random walks
• Reflecting Brownian motion in two dimensions: exact asymptotics for the stationary distribution
• Fluid queue driven by an \(M/M/1\) queue
• An M/M/1 driven fluid queue -- continued fraction approach
• Simple analysis of a fluid queue driven by an \(M/M/1\) queue
• Stationary solution to the fluid queue fed by an M/M/1 queue
• Analysis of exact tail asymptotics for singular random walks in the quarter plane
• Tail asymptotics for a generalized two-demand queueing model -- a kernel method
• Stability for fluid queues: characteristic inequalities
• Exact transient solution of anM/M/1 driven fluid queue
• \(V\)-uniform ergodicity for fluid queues
• The variance constant for continuous-time level dependent quasi-birth-and-death processes
• Error bounds for augmented truncation approximations of continuous-time Markov chains
• Error bounds for augmented truncation approximations of Markov chains via the perturbation method

Cited In (13)

• Title not available (Why is that?)
• The kernel method tail asymptotics analytic approach for stationary probabilities of two-dimensional queueing systems
• Exact Asymptotics for a Multitimescale Model with Applications in Modeling Overdispersed Customer Streams
• Large-deviations analysis of the fluid approximation for a controllable tandem queue
• Fluid Queues with Heavy-Tailed M/G/∞ Input
• Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs
• On geometric and algebraic transience for block-structured Markov chains
• M/M/∞ Transience: Tail Asymptotics of Congestion Periods
• Stochastic fluid models with positive jumps at level zero
• Tail asymptotics for service systems with transfers of customers in an alternating environment
• Stochastic fluid models with upward jumps and phase transitions
• Tail asymptotics for a generalized two-demand queueing model -- a kernel method
• Exact tail asymptotics for a two-stage queue: complete solution

This page was built for publication: Exact tail asymptotics for fluid models driven by an \textit{M/M/c} queue

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2329629)