Reduced Load Equivalence under Subexponentiality

  • Authors:
  • Predrag Jelenković;Petar Momčilović;Bert Zwart

  • Affiliations:
  • Department of Electrical Engineering, Columbia University, New York, NY 10027, USA predrag@ee.columbia.edu;Department of Electrical Engineering, Columbia University, New York, NY 10027, USA petar@ee.columbia.edu;INRIA, Projet RAP, BP 105, 78153 Le Chesnay, France bert.zwart@inria.fr

  • Venue:
  • Queueing Systems: Theory and Applications
  • Year:
  • 2004

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Abstract

The stationary workload WφA+B of a queue with capacity φ loaded by two independent processes A and B is investigated. When the probability of load deviation in process A decays slower than both in B and $\mathrm{e}^{-\sqrt{x}}$, we show that WφA+B is asymptotically equal to the reduced load queue Wφ−bA, where b is the mean rate of B. Given that this property does not hold when both processes have lighter than $\mathrm{e}^{-\sqrt{x}}$ deviation decay rates, our result establishes the criticality of $\mathrm{e}^{-\sqrt{x}}$ in the functional behavior of the workload distribution. Furthermore, using the same methodology, we show that under an equivalent set of conditions the results on sampling at subexponential times hold.