Heavy loads and heavy tails
From MaRDI portal
Publication:6135887
Abstract: The present paper is concerned with the stationary workload of queues with heavy-tailed (regularly varying) characteristics. We adopt a transform perspective to illuminate a close connection between the tail asymptotics and heavy-traffic limit in infinite-variance scenarios. This serves as a tribute to some of the pioneering results of J.W. Cohen in this domain. We specifically demonstrate that reduced-load equivalence properties established for the tail asymptotics of the workload naturally extend to the heavy-traffic limit.
Recommendations
- scientific article; zbMATH DE number 2148018
- Heavy-traffic analysis for the GI/G/1 queue with heavy-tailed distributions
- A heavy traffic approximation for workload processes with heavy tailed service requirements
- Heavy tails in multi-server queue
- Lévy processes as heavy traffic limits of tandem queues with heavy tails
Cites work
- scientific article; zbMATH DE number 3500818 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 893785 (Why is no real title available?)
- scientific article; zbMATH DE number 3206641 (Why is no real title available?)
- scientific article; zbMATH DE number 3302960 (Why is no real title available?)
- scientific article; zbMATH DE number 3185400 (Why is no real title available?)
- A heavy traffic approximation for workload processes with heavy tailed service requirements
- A heavy-traffic theorem for the GI/G/1 queue with a Pareto-type service time distribution
- An introduction to heavy-tailed and subexponential distributions
- Asymptotic analysis of Lévy-driven tandem queues
- Asymptotic behaviour of Wiener-Hopf factors of a random walk
- Asymptotic results for multiplexing subexponential on-off processes
- Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes
- Estimates for the probability of ruin with special emphasis on the possibility of large claims
- Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows.
- Fluid queues and regular variation
- Heavy tails in multi-server queue
- Heavy-traffic analysis for the GI/G/1 queue with heavy-tailed distributions
- On a reduced load equivalence for fluid queues under subexponentiality
- On large delays in multi-server queues with heavy tails
- On the tails of waiting-time distributions
- Overflow behavior in queues with many long-tailed inputs
- Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times
- Queueing systems with heavy tails
- Sample path large deviations for Lévy processes and random walks with Weibull increments
- Self-similarity in high-speed packet traffic: analysis and modeling of Ethernet traffic measurements
- Some results on regular variation for distributions in queueing and fluctuation theory
- Stochastic-Process Limits
- The Fundamentals of Heavy Tails
- The M/G/1 queue with two service speeds
- The impact of a heavy-tailed service-time distribution upon the \(\text{M}/\text{GI}/s\) waiting-time distribution
- Two-node fluid network with a heavy-tailed random input: the strong stability case
- Waiting-time asymptotics for the M/G/2 queue with heterogeneous servers
Cited in
(4)
This page was built for publication: Heavy loads and heavy tails
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6135887)
