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: | Resnick Sidney, Samorodnitsky Gennady |
Keywords: | service, stochastic processes |
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.