Heavy loads and heavy tails

DOI10.1016/J.INDAG.2023.04.003zbMATH Open1524.60228arXiv2304.09279OpenAlexW4376866278MaRDI QIDQ6135887FDOQ6135887

Sem Borst

Publication date: 28 August 2023

Published in: Indagationes Mathematicae. New Series (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/2304.09279

zbMATH Keywords

tail asymptoticsheavy-tailed distributionsheavy-traffic limit

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

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Cited In (4)

• Seesaw in the Bulk
• THE HEAVY LUGGAGE METRIC
• Pounds That Kill: The External Costs of Vehicle Weight
• Bandits With Heavy Tail

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