Abstract
We present upper and lower bounds for the tail distribution of the stationary waiting time D in the stable GI/GI/s first-come first-served (FCFS) queue. These bounds depend on the value of the traffic load ? which is the ratio of mean service and mean interarrival times. For service times with intermediate regularly varying tail distribution the bounds are exact up to a constant, and we are able to establish a “principle of s - k big jumps” in this case (here k is the integer part of ?), which gives the most probable way for the stationary waiting time to be large.
Another corollary of the bounds obtained is to provide a new proof of necessity and sufficiency of conditions for the existence of moments of the stationary waiting time.
Another corollary of the bounds obtained is to provide a new proof of necessity and sufficiency of conditions for the existence of moments of the stationary waiting time.
Original language | English |
---|---|
Pages (from-to) | 201-218 |
Journal | Mathematics of Operations Research |
Volume | 37 |
Issue number | 2 |
Early online date | 20 Mar 2012 |
DOIs | |
Publication status | Published - 2012 |
Keywords
- FCFS multi-server queue
- stationary waiting time
- heavy tails
- large deviations
- long-tailed distribution
- subexponential distribution
- existence of moments