Skip to main content
Log in

Heavy Tails in Multi-Server Queue

  • Published:
Queueing Systems Aims and scope Submit manuscript

Abstract

In this paper, the asymptotic behaviour of the distribution tail of the stationary waiting time W in the GI/GI/2 FCFS queue is studied. Under subexponential-type assumptions on the service time distribution, bounds and sharp asymptotics are given for the probability P{W > x}. We also get asymptotics for the distribution tail of a stationary two-dimensional workload vector and of a stationary queue length. These asymptotics depend heavily on the traffic load.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. M. Andrews, K. Kumaran, K. Ramanan, A.L. Stolyar, R. Vijayakumar and P. Whiting, Providing quality of service over a shared wireless link, {IEEE Communications Magazine} 39(2) (2001) 150–154.

    Article  Google Scholar 

  2. S. Asmussen, Applied Probability and Queues, 2nd ed. (Springer, New York, 2003).

    Google Scholar 

  3. S. Asmussen, C. Kluppelberg and K. Sigman, Sampling at subexponential times, with queueing applications, Stoch. Process. Appl 79 (1999) 265–286

    Google Scholar 

  4. F. Baccelli and S. Foss, Moments and tails in monotone-separable stochastic networks, Ann. Appl. Probab 14 (2004) 612–650.

    Google Scholar 

  5. A.A. Borovkov and A.A. Mogul'skii, Large deviations for Markov chains in the positive quadrant, Russ. Math. Surv 56 (2001) 803–916.

    Article  Google Scholar 

  6. S. Borst, M. Mandjes and A.P. Zwart, Exact asymptotics for fluid queues fed by heavy-tailed On-Off flows, Ann. Appl. Probab 14 (2004) 903–957.

    Google Scholar 

  7. O.J. Boxma, S.G. Foss, J.-M. Lasgouttes and R. Nunez Queija, Waiting time asymptotics in the single server queue with service in random order, Queueing Systems 46 (2004) 35–73.

    Article  Google Scholar 

  8. O.J. Boxma, Q. Deng and A.P. Zwart, Waiting-time asymptotics for the M/G/2 queue with heterogeneous servers, Queueing Systems 40 (2002) 5–31.

    Article  Google Scholar 

  9. H. Cramér, Collective Risk Theory (Esselte, Stockholm, 1955).

    Google Scholar 

  10. D. Denisov, S. Foss and D. Korshunov, Tail asymptotics for the supremum of a random walk when the mean is not finite, Queueing Systems 46 (2004) 15–33.

    Article  Google Scholar 

  11. S.G. Foss and N.I. Chernova, On optimality of FCFS discipline in multi-channel queueing systems and networks, Siberian Math. J 42 (2001) 372–385.

    Google Scholar 

  12. S. Foss and D. Korshunov, Sampling at a random time with a heavy-tailed distribution, Markov Processes and Related Fields 6 (2000) 643–658.

    Google Scholar 

  13. I.A. Ignatyuk, V. Malyshev and V. Scherbakov, Boundary effects in large deviation problems, Russ. Math. Surv 49 (1994) 41–99.

    Article  Google Scholar 

  14. J. Kiefer and J. Wolfowitz, On the theory of queues with many servers, Tran. Amer. Math. Soc 78 (1955) 1–18.

    Google Scholar 

  15. D. Korshunov, On distribution tail of the maximum of a random walk, Stochastic Process. Appl 72 (1997) 97–103.

    Article  Google Scholar 

  16. A.G. Pakes, On the tails of waiting-time distribution, J. Appl. Probab 12 (1975) 555–564.

    Google Scholar 

  17. A. Scheller-Wolf, Further delay moment results for FIFO multiserver queues, Queueing Systems 34 (2000) 387–400.

    Google Scholar 

  18. A. Scheller-Wolf and K. Sigman, Delay moments for FIFO GI/GI/s queues, Queueing Systems 25 (1997) 77–95.

    Google Scholar 

  19. N. Veraverbeke, Asymptotic behavior of Wiener-Hopf factors of a random walk, Stochastic Process. Appl 5 (1977) 27–37.

    Article  Google Scholar 

  20. W. Whitt, The impact of a heavy-tailed service-time distribution upon the M/GI/s waiting-time distribution, Queueing Systems 36 (2000) 71–87.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Serguei Foss.

Additional information

AMS subject classification: 60K25

Rights and permissions

Reprints and permissions

About this article

Cite this article

Foss, S., Korshunov, D. Heavy Tails in Multi-Server Queue. Queueing Syst 52, 31–48 (2006). https://doi.org/10.1007/s11134-006-3613-z

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11134-006-3613-z

Keywords

Navigation