Rare events of transitory queues

DOI10.1017/JPR.2017.43MaRDI QIDQ4684900zbMATH OpenOpenAlexFDO

Authors Harsha Honnappa

Publication date 26 September 2018

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1705.08410

zbMATH Keywords

empirical processexchangeable incrementslarge deviationpopulation accelerationtransitory queueworkload

Mathematics Subject Classification ID

Large deviations (60F10) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Queues and service in operations research (90B22)

Abstract: We study the rare event behavior of the workload process in a transitory queue, where the arrival epochs (or points) of a finite number of jobs are assumed to be the ordered statistics of independent and identically distributed (i.i.d.) random variables. The service times (or marks) of the jobs are assumed to be i.i.d. random variables with a general distribution, that are jointly independent of the arrival epochs. Under the assumption that the service times are strictly positive, we derive the large deviations principle (LDP) satisfied by the workload process. The analysis leverages the connection between ordered statistics and self-normalized sums of exponential random variables to establish the LDP. This paper presents the first analysis of rare events in transitory queueing models, supplementing prior work that has focused on fluid and diffusion approximations.

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Cited in

(5)

• Rare events in queueing systems -- A survey
• scientific article; zbMATH DE number 5560392 (Why is no real title available?)
• Strong embeddings for transitory queueing models
• A queue with independent and identically distributed arrivals
• Time-dependent queue length distribution in queues fed by K customers in a finite interval

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