Modelling extremal events: for insurance and finance
Modelling extremal events: for insurance and finance
A practical guide to heavy tails
A Skorokhod Problem formulation and large deviation analysis of a processor sharing model
Queueing Systems: Theory and Applications
Large deviations analysis of the generalized processor sharing policy
Queueing Systems: Theory and Applications
On a reduced load equivalence for fluid queues under subexponentiality
Queueing Systems: Theory and Applications
Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues
Queueing Systems: Theory and Applications
Scheduling strategies and long-range dependence
Queueing Systems: Theory and Applications
Reduced-Load Equivalence and Induced Burstiness in GPS Queues with Long-Tailed Traffic Flows
Queueing Systems: Theory and Applications
Asymptotics of Subexponential Max Plus Networks: the Stochastic Event Graph Case
Queueing Systems: Theory and Applications
A Note on Veraverbeke's Theorem
Queueing Systems: Theory and Applications
Tails for (max, plus) recursions under subexponentiality
Queueing Systems: Theory and Applications
ACM SIGMETRICS Performance Evaluation Review
Tail Asymptotics for Discrete Event Systems
Discrete Event Dynamic Systems
Insensitivity and stability of random-access networks
Performance Evaluation
Performance analysis of an integrated scheduling scheme in the presence of bursty MMPP traffic
Journal of Systems and Software
| Hi-index | 0.00 |
We analyze the behavior of Generalized Processor Sharing (GPS) queues with heavy-tailed service times. We compute the exact tail asymptotics of the stationary workload of an individual class and give new conditions for reduced-load equivalence and induced burstiness to hold. We also show that both phenomena can occur simultaneously. Our proofs rely on the single big event theorem and new fluid limits obtained for the GPS system that can be of interest by themselves.