Waiting time asymptotics in the single server queue with service in random order
Boxma, Onno ; Foss, Serguei ; Lasgouttes, Jean-Marc ; Núñez Queija, Rudesindo
HAL, hal-00719016 / Harvested from HAL
We consider the single server queue with service in random order. For a large class of heavy-tailed service time distributions, we determine the asymptotic behavior of the waiting time distribution. For the special case of Poisson arrivals and regularly varying service time distribution with index −ν, it is shown that the waiting time distribution is also regularly varying, with index 1 − ν, and the pre-factor is determined explicitly. Another contribution of the paper is the heavy-traffic analysis of the waiting time distribution in the M/G/1 case. We consider not only the case of finite service time variance, but also the case of regularly varying service time distribution with infinite variance.
Publié le : 2004-07-05
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-00719016,
     author = {Boxma, Onno and Foss, Serguei and Lasgouttes, Jean-Marc and N\'u\~nez Queija, Rudesindo},
     title = {Waiting time asymptotics in the single server queue with service in random order},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00719016}
}
Boxma, Onno; Foss, Serguei; Lasgouttes, Jean-Marc; Núñez Queija, Rudesindo. Waiting time asymptotics in the single server queue with service in random order. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00719016/