Asymptotics for M/G/1 low-priority waiting-time tail probabilities

Asymptotics for M/G/1 low-priority waiting-time tail probabilities

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Article ID: iaor20002496
Country: United States
Volume: 25
Issue: 1/4
Start Page Number: 173
End Page Number: 233
Publication Date: Jun 1997
Journal: Queueing Systems
Authors: ,
Keywords: M/G/1 queues
Abstract:

We consider the classical M/G/1 queue with two priority classes and the nonpreemptive and preemptive-resume disciplines. We show that the low-priority steady-state waiting-time can be expressed as a geometric random sum of independent, identically distributed random variables, just like the M/G/1 firt-in first-out (FIFO) waiting-time distribution. We exploit this structure to determine the asymptotic behaviour of the tail probabilities. Unlike the FIFO case, there is routinely a region of the parameters such that the tail probabilities have non-exponential asymptotics. This pheomenon even occurs when both service-time distributions are exponential. When non-exponential asymptotic holds, the asymptotic form tends to be determined by the non-exponential asymptotics for the high-priority busy-period distribution. We obtain asymptotic expansions for the low-priority waiting-time distribution by obtaining an asymptotic expansion for the busy-period transform from Kendall's functional equation. We identify the boundary between the exponential and non-exponential asymptotic regions. For the special cases of an exponential high-priority service-time distribution and of common general service-time distributions, we obtain convenient explicit forms for the low-priority waiting-time transforms. We also establish asymptotic results for cases with long-tail service-time distributions. As with FIFO, the exponential asymptotics tend to provide excellent approximations, while the non-exponential asymptotics do not, but the asymptotic relations indicate the general form. In all cases, exact results can be obtained by numerically inverting the waiting-time transform.

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