A heavy traffic approximation for workload processes with heavy tailed service requirements

DOI10.1287/MNSC.46.9.1236.12234MaRDI QIDQ3114649zbMATH OpenOpenAlexFDO

Authors Gennady Samorodnitsky, Sidney I. Resnick

Publication date 19 February 2012

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.46.9.1236.12234

zbMATH Keywords

heavy tailsregular variationPareto tails

Mathematics Subject Classification ID

Traffic problems in operations research (90B20)

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Cited in

(7)

• On the transition from heavy traffic to heavy tails for the \(M/G/1\) queue: the regularly varying case
• Heavy-traffic asymptotics for the single-server queue with random order of service
• Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime
• Queueing approximation of suprema of spectrally positive Lévy process
• Heavy loads and heavy tails
• Gaussian queues in light and heavy traffic
• Small drift limit theorems for random walks

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