Queueing Systems

, Volume 36, Issue 1, pp 71–87

The impact of a heavy-tailed service-time distribution upon the M/GI/s waiting-time distribution

Authors

  • Ward Whitt
Article

DOI: 10.1023/A:1019143505968

Cite this article as:
Whitt, W. Queueing Systems (2000) 36: 71. doi:10.1023/A:1019143505968

Abstract

By exploiting an infinite-server-model lower bound, we show that the tails of the steady-state and transient waiting-time distributions in the M/GI/s queue with unlimited waiting room and the first-come first-served discipline are bounded below by tails of Poisson distributions. As a consequence, the tail of the steady-state waiting-time distribution is bounded below by a constant times the sth power of the tail of the service-time stationary-excess distribution. We apply that bound to show that the steady-state waiting-time distribution has a heavy tail (with appropriate definition) whenever the service-time distribution does. We also establish additional results that enable us to nearly capture the full asymptotics in both light and heavy traffic. The difference between the asymptotic behavior in these two regions shows that the actual asymptotic form must be quite complicated.

heavy-tailed distributionssubexponential distributionstail probability asymptoticsmulti-server queuesM/GI/s queue, waiting timesexistence of finite moments

Copyright information

© Kluwer Academic Publishers 2000