On pathwise behavior of queues

  • Authors:
  • Ravi R. Mazumdar;Fabrice Guillemin;Vivek Badrinath;Raghavan Kannurpatti

  • Affiliations:
  • INRS-Télécommunications, Universitéde Québec, Ile des Soeurs, P.Q. H3E 1H6, Canada;Centre National d'Etudes des Télécommunications Lannion-A, 22300 Lannion, France;Ecole Nationale Supérieure des Télécommunications, 75834 Paris Cedex, France;INRS-Télécommunications, Universitédu Québec, Ile des Soeurs, P.Q. H3E 1H6, Canada

  • Venue:
  • Operations Research Letters
  • Year:
  • 1992

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Abstract

In this paper we study the sample-path behavior of the workload process in a single server queue without imposing the stationarity hypothesis. In particular we study the stability or worst case growth properties and show that the growth rate is of the form o(t^@a, @a 1, depending on the rate of convergence of the pathwise average of the work brought into the system. We then study the existence of empirical means and in particular show that a pathwise version of the Pollaczek-Khinchine formula plays an important role. Finally we give conditions under which our results hold knowing the rate or intensity of the arrival process. Our results highlight the limitations of pure sample-path techniques.