On the Tail of the Waiting Time in a Markov-Modulated M/G/1 Queue

We show that the "exponential decay parameter" of the waiting time in a Markov-modulatedM/G/1 queue is no larger than that of the correspondingM/G/1 queue with "averaged" parameters, and we give a necessary and sufficient condition for equality. We also explore the effect of speeding up the modulation process. A key tool is a Markov-modulated fluid model.

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