Lévy-driven GPS queues with heavy-tailed input

DOI10.1007/S11134-016-9510-1zbMATH Open1370.60163arXiv1605.08862OpenAlexW2411110480MaRDI QIDQ2397973FDOQ2397973

M. R. H. Mandjes, Iwona Sierpińska-Tułacz, Krzysztof Dȩbicki, Peng Liu

Publication date: 14 August 2017

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

Abstract: In this paper we derive exact large-buffer asymptotics for a two-class Generalized Processor Sharing (GPS) model, under the assumption that the input traffic streams generated by both classes correspond to heavy-tailed L'evy processes. Four scenarios need to be distinguished, which differ in terms of (i)~the level of heavy-tailedness of the driving L'evy processes as well as (ii)~the values of the corresponding mean rates relative to the GPS weights. The derived results are illustrated by two important special cases, in which the queues' inputs are modeled by heavy-tailed compound Poisson processes and by $alpha$-stable L'evy motions.

Full work available at URL: https://arxiv.org/abs/1605.08862

zbMATH Keywords

asymptoticsfluid modelgeneral processor sharing queuesheavy-tailed inputLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

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Cited In (1)

• Reduced-load equivalence and induced burstiness in GPS queues with long-tailed traffic flows

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