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On a single server queue fed by scheduled traffic with Pareto perturbations

Victor F. Araman (), Hong Chen (), Peter W. Glynn () and Li Xia ()
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Victor F. Araman: American University of Beirut
Hong Chen: Shanghai Jiaotong University
Peter W. Glynn: Stanford University
Li Xia: Sun Yat-Sen University

Queueing Systems: Theory and Applications, 2022, vol. 100, issue 1, No 5, 91 pages

Abstract: Abstract A“scheduled” arrival process is one in which the nth arrival is scheduled for time n, but instead occurs at $$n+\xi _n$$ n + ξ n , where the $$\xi _j$$ ξ j ’s are i.i.d. We describe here the behavior of a single server queue fed by such traffic in which the processing times are deterministic. A particular focus is on perturbations with Pareto-like tails but with finite mean. We obtain tail approximations for the steady-state workload in both cases where the queue is critically loaded and under a heavy-traffic regime. A key to our approach is our analysis of the tail behavior of a sum of independent Bernoulli random variables with parameters of the form $$p_n\sim c \,n^{-\alpha }$$ p n ∼ c n - α as $$n\rightarrow \infty $$ n → ∞ , for $$c>0$$ c > 0 and $$\alpha >1$$ α > 1 .

Keywords: Scheduled traffic; Heavy-tailed distribution; Limit theorems; Bernoulli sums; Heavy traffic; Tail asymptotics; Primary 60F05; 60F10; 60K25; Secondary 60G07 (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s11134-021-09732-9

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