On Large Delays in Multi-Server Queues with Heavy Tails

  • Authors:
  • Sergey Foss;Dmitry Korshunov

  • Affiliations:
  • Department of Actuarial Mathematics and Statistics and the Maxwell Institute for Mathematical Sciences, Heriot-Watt University, Edinburgh EH14 4AS, Scotland and Sobolev Institute of Mathematics, N ...;Sobolev Institute of Mathematics, Novosibirsk 630090, Russia

  • Venue:
  • Mathematics of Operations Research
  • Year:
  • 2012

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Abstract

We present upper and lower bounds for the tail distribution of the stationary waiting time D in the stable GI/GI/s first-come first-served (FCFS) queue. These bounds depend on the value of the traffic load ρ which is the ratio of mean service and mean interarrival times. For service times with intermediate regularly varying tail distribution the bounds are exact up to a constant, and we are able to establish a “principle of s-k big jumps” in this case (here k is the integer part of ρ), which gives the most probable way for the stationary waiting time to be large. Another corollary of the bounds obtained is to provide a new proof of necessity and sufficiency of conditions for the existence of moments of the stationary waiting time.