On large delays in multi-server queues with heavy tails

DOI10.1287/MOOR.1120.0539zbMATH Open1242.90062arXiv1104.3192OpenAlexW1993992052MaRDI QIDQ2884313FDOQ2884313

Authors: Sergey Foss, Dmitry Korshunov 

Publication date: 24 May 2012

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Abstract: We present upper and lower bounds for the tail distribution of the stationary waiting time $D$ in the stable $GI/GI/s$ FCFS queue. These bounds depend on the value of the traffic load $ho$ which is the ratio of mean service and mean interarrival times. For service times with intermediate regularly varying tail distribution the bounds are exact up to a constant, and we are able to establish a `principle of $s-k$ big jumps' in this case (here $k$ is the integer part of $ho$), which gives the most probable way for the stationary waiting time to be large. Another corollary of the bounds obtained is to provide a new proof of necessity and sufficiency of conditions for the existence of moments of the stationary waiting time.

Full work available at URL: https://arxiv.org/abs/1104.3192

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zbMATH Keywords

FCFS multi-server queue stationary waiting time heavy tails large deviations long-tailed distribution subexponential distribution existence of moments

Mathematics Subject Classification ID

Large deviations (60F10) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

Cited In (29)

• Sample path large deviations for Lévy processes and random walks with regularly varying increments
• Perfect simulation of \(\mathrm{M}/\mathrm{G}/c\) queues
• On maxima of stationary delay in the \({M/G/2}\) systems
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• Moments and tails in monotone-separable stochastic networks.
• Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times
• Delay Moment Bounds for Multiserver Queues with Infinite Variance Service Times
• Robust transient analysis of multi-server queueing systems and feed-forward networks
• Heavy loads and heavy tails
• Customer sojourn time in \(GI/GI/1\) feedback queue in the presence of heavy tails
• Further delay moment results for FIFO multiserver queues
• Tightness of stationary waiting times in heavy traffic for GI/GI/1 queues with thick tails
• Scale-free graphs with many edges
• Fork-join and redundancy systems with heavy-tailed job sizes
• A multi-server/single-server duality
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• Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes
• Jumping Fluid Models and Delay Stability of Max-Weight Dynamics Under Heavy-Tailed Traffic
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• Tail asymptotics for delay in a half-loaded \(\mathrm{GI}/\mathrm{GI}/2\) queue with heavy-tailed job sizes
• Delay analysis of the max-weight policy under heavy-tailed traffic via fluid approximations
• The impact of a heavy-tailed service-time distribution upon the \(\text{M}/\text{GI}/s\) waiting-time distribution
• Real-Time Delay Estimation in Overloaded Multiserver Queues with Abandonments
• Heavy Tails in Queueing Systems: Impact of Parallelism on Tail Performance
• Necessary and Sufficient Conditions for Delay Moments in FIFO Multiserver Queues with an Application Comparing s Slow Servers with One Fast One
• Multi-Server Queues with Intermediate Buffer and Delayed Information on Service Completions
• Large deviations for stochastic fluid networks with Weibullian tails
• A unified approach for large queue asymptotics in a heterogeneous multiserver queue
• Sample-path large deviations for a class of heavy-tailed Markov-additive processes

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