A heavy traffic approximation for workload processes with heavy tailed service requirements

A heavy traffic approximation for workload processes with heavy tailed service requirements

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Article ID: iaor20012549
Country: United States
Volume: 46
Issue: 9
Start Page Number: 1236
End Page Number: 1248
Publication Date: Sep 2000
Journal: Management Science
Authors: ,
Keywords: service, stochastic processes
Abstract:

A system with heavy tailed service requirements under heavy load having a single server has an equilibrium waiting time distribution which is approximated by the Mittag–Leffler distribution. This fact is understood by a direct analysis of the weak convergence of a sequence of negative drift random walks with heavy right tail and the associated all time maxima of these random walks. This approach complements the recent transform view of Boxma and Cohen.

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