Tail asymptotics for M/G/1 type queueing processes with subexponential increments

  • Authors:
  • Søren Asmussen;Jakob R. Møller

  • Affiliations:
  • Department of Mathematical Statistics, University of Lund, Box 118, S–221 00 Lund, Sweden E-mail: {asmus, jrm}@maths.lth.se;Department of Mathematical Statistics, University of Lund, Box 118, S–221 00 Lund, Sweden E-mail: {asmus, jrm}@maths.lth.se

  • Venue:
  • Queueing Systems: Theory and Applications
  • Year:
  • 1999

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Abstract

Bivariate regenerative Markov modulated queueing processes \{I_n,L_n\} are described. \{I_n\} is the phase process, and \{L_n\} is the level process. Increments in the level process have subexponential distributions. A general boundary behavior at the level 0 is allowed. The asymptotic tail of the cycle maximum, M_{C^{\mathrm{reg}}}, during a regenerative cycle, C^{\mathrm{reg}}, and the asymptotic tail of the stationary random variable L_\infty, respectively, of the level process are given and shown to be subexponential with L_{\infty} having the heavier tail.