The asymptotic variance of departures in critically loaded queues

DOI10.1239/AAP/1300198521zbMATH Open1279.90045OpenAlexW2103154048MaRDI QIDQ2996578FDOQ2996578

Authors:

Publication date: 3 May 2011

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1300198521

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zbMATH Keywords

renewal theoryBrownian bridgeuniform integrabilitydeparture process\(GI/G/1\) queuemultiserver queuecritically loaded system

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Queues and service in operations research (90B22)

Cites Work

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• The variance of departure processes: puzzling behavior and open problems
• Queueing output processes
• The asymptotic variance rate of the output process of finite capacity birth-death queues
• On generalized renewal measures and certain first passage times
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• Further second-order properties of certain single-server queueing systems

Cited In (20)

• The asymptotic variance rate of the output process of finite capacity birth-death queues
• Asymptotic variance rate of the output of a transfer line with no buffer storage and cycle-dependent failures
• A heavy-traffic perspective on departure process variability
• The variance constant for continuous-time level dependent quasi-birth-and-death processes
• Asymptotic mean and variance of departures in an \(M/G/1/K + 1\) queue
• Characterisation of the output process of a discrete-time \(GI/D/1\) queue, and its application to network performance
• Approximating class-departure variability in tandem queues with downtime events: regression-based variability function
• An algorithm for asymptotic mean and variance for Markov renewal process of \(M/G/1\) type with finite level
• Moderate deviations for queues in critical loading
• Diffusion parameters of flows in stable multi-class queueing networks
• Heavy-traffic limit of the \(GI/GI/1\) stationary departure process and its variance function
• BRAVO for many-server QED systems with finite buffers
• On a singular feature of critical G/M/1 queues
• The intercept term of the asymptotic variance curve for some queueing output processes
• Variance of the number of departed messages in a simple queueing system
• Precise formulae for bravo coefficients
• Revisiting queueing output processes: a point process viewpoint
• The variance of departure processes: puzzling behavior and open problems
• Delay in a tandem queueing model with mobile queues: an analytical approximation
• On busy periods of the critical GI/G/1 queue and BRAVO

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