Large deviation analysis of subexponential waiting times in a processor-sharing queue

Large deviation analysis of subexponential waiting times in a processor-sharing queue

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Article ID: iaor20072101
Country: United States
Volume: 28
Issue: 3
Start Page Number: 587
End Page Number: 608
Publication Date: Aug 2003
Journal: Mathematics of Operations Research
Authors: ,
Abstract:

We investigate the distribution of the waiting time V in a stable M/G/1 processor-sharing queue with traffic intensity ρ<1. When the distribution of a customer service request B belongs to a large class of subexponential distributions with tails heavier than e−√x, it is shown that ℙ[V>x] = ℙ[B>(1−ρ)x](1+o(1)) as x→∞ Furthermore, we demonstrate that the preceding relationship does not hold if the service distribution has a lighter tail than e−√x.

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