Abstract
The paper is devoted to the tail asymptotics analysis of the steady-state waiting times in the queuing systems in which service times have Weibull distributions. We deduce conditions under which the service times in two different queueing systems are stochastically ordered. Then we show that, under the same conditions, the normalizing sequences of the stationary waiting times and their extremal indexes are ordered. These results are then illustrated numerically for GI/G/1 queues with different shape parameters of the Weibull service times.
The research has been prepared with the support of Russian Science Foundation according to the research project No. 21-71-10135.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Asmussen, S.: Applied Probability and Queues. Stochastic Modelling and Applied Probability, 2nd edn. Springer, New York (2003). https://doi.org/10.1007/b97236
Asmussen, S., Kluppelberg, C., Sigman, K.: Sampling at subexponential times with queueing applications. Report TUM M9804 (1998)
Bertail, P., Clémençon, S., Tressou, J.: Regenerative block-bootstrap confidence intervals for the extremal index of Markov chains. In: Proceedings of the International Workshop in Applied Probability (2008)
Embrechts, P., Kluppelberg, C., Mikosch, T.: Modelling Extremal Events for Insurance and Finance. Applications of Mathematics, p. 660. Springer, Heidelberg (1997). https://doi.org/10.1007/978-3-642-33483-2
Goldie, C. M., Klüuppelberg, C.: Subexponential distributions. A Practical Guide to Heavy Tails: Statistical Techniques for Analysing Heavy Tails. Birkhauser, Basel (1997)
de Haan, L., Ferreira, A.: Extreme Value Theory: An Introduction. Springer Series in Operations Research and Financial Engineering, p. 491. Springer, Heidelberg (2006). https://doi.org/10.1007/0-387-34471-3
Hooghiemstra, G., Meester, L.E.: Computing the extremal index of special Markov chains and queues. Stochast. Process. Their Appl. 65(2), 171–185 (1996). https://doi.org/10.1016/S0304-4149(96)00111-1
Iglehart, D.L.: Extreme values in GI/G/1 queue. Ann. Math. Stat. 43(2), 627–635 (1972). https://doi.org/10.1214/aoms/1177692642
Leadbetter, M.R., Lindgren, G., Rootzin, H.: Extremes and Related Properties of Random Sequences and Processes. Springer, New York (1983). https://doi.org/10.1007/978-1-4612-5449-2
Morozov, E., Steyaert, B.: Stability Analysis of Regenerative Queueing Models. Springer, Heidelberg (2021). https://link.springer.com/book/10.1007/978-3-030-82438-9
Morozov, E., Peshkova, I., Rumyantsev, A.: On failure rate comparison of finite multiserver systems. In: Vishnevskiy, V.M., Samouylov, K.E., Kozyrev, D.V. (eds.) DCCN 2019. LNCS, vol. 11965, pp. 419–431. Springer, Cham (2019). https://doi.org/10.1007/978-3-030-36614-8_32
Peshkova, I., Morozov, E., Maltseva, M.: On comparison of multiserver systems with two-component mixture distributions. In: Vishnevskiy, V.M., Samouylov, K.E., Kozyrev, D.V. (eds.) DCCN 2020. CCIS, vol. 1337, pp. 340–352. Springer, Cham (2020). https://doi.org/10.1007/978-3-030-66242-4_27
Peshkova, I., Morozov, E., Maltseva, M.: On regenerative estimation of extremal index in queueing systems. In: Vishnevskiy, V.M., Samouylov, K.E., Kozyrev, D.V. (eds.) DCCN 2021. LNCS, vol. 13144, pp. 251–264. Springer, Cham (2021). https://doi.org/10.1007/978-3-030-92507-9_21
Resnick, S.: Extreme values, Regular Variation and Point Processes. Springer Series in Operations Research and Financial Engineering, 334 p. (2008). https://doi.org/10.1007/978-0-387-75953-1
Rootzen, H.: Maxima and exceedances of stationary Markov chains. Adv. Appl. Probabil. 20(2), 371–390 (1998). https://doi.org/10.2307/1427395
Smith, L., Weissman, I.: Estimating the extremal index. J. Roy. Stat. Soc. Ser. B: Methodol. 56(3), 515–528 (1994). https://doi.org/10.1111/J.2517-6161.1994.TB01997.X
Whitt, W.: Comparing counting processes and queues. Adv. Appl. Probab. 13, 207–220 (1981)
Author information
Authors and Affiliations
Corresponding authors
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2022 Springer Nature Switzerland AG
About this paper
Cite this paper
Peshkova, I., Morozov, E., Maltseva, M. (2022). On Comparison of Waiting Time Extremal Indexes in Queueing Systems with Weibull Service Times. In: Dudin, A., Nazarov, A., Moiseev, A. (eds) Information Technologies and Mathematical Modelling. Queueing Theory and Applications. ITMM 2021. Communications in Computer and Information Science, vol 1605. Springer, Cham. https://doi.org/10.1007/978-3-031-09331-9_7
Download citation
DOI: https://doi.org/10.1007/978-3-031-09331-9_7
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-031-09330-2
Online ISBN: 978-3-031-09331-9
eBook Packages: Computer ScienceComputer Science (R0)