Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times

A. Baltrunas, D. J. Daley and C. Klüppelberg

Stochastic Processes and their Applications, 2004, vol. 111, issue 2, 237-258

Abstract: This paper considers a stable GI/GI/1 queue with subexponential service time distribution. Under natural assumptions we derive the tail behaviour of the busy period of this queue. We extend the results known for the regular variation case under minimal conditions. Our method of proof is based on a large deviations result for subexponential distributions.

Keywords: GI/GI/1; queue; Busy; period; Subexponential; distribution; Transient; random; walk; Precise; large; deviations (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (13)

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