A heavy traffic approximation for workload processes with heavy tailed service requirements

• 成果类型: Article
• 署名作者: Resnick, S; Samorodnitsky, G
• 署名单位: Cornell University
• 刊物名称: MANAGEMENT SCIENCE
• ISSN/ISSBN: 0025-1909
• DOI: 10.1287/mnsc.46.9.1236.12234
• 发表日期: 2000
• 页码: 1236-1248
• 关键词: Heavy tails; Regular Variation; pareto tails; heavy traffic approximation; random walk; Queueing

摘要

A system with heavy tailed service requirements under heavy load having a single server has an equilibrium waiting time distribution which is approximated by the Mittag-Leffler distribution. This fact is understood by a direct analysis of the weak convergence of a sequence of negative drift random walks with heavy right tail and the associated all time maxima of these random walks. This approach complements the recent transform view of Boxma and Cohen (1997).