Reduced Load Equivalence under Subexponentiality

AbstractThe stationary workload WA+Bφ 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 $$e^{ - \sqrt x } $$ , we show that WA+Bφ is asymptotically equal to the reduced load queue WAφ−b, where b is the mean rate of B. Given that this property does not hold when both processes have lighter than $$e^{ - \sqrt x } $$ deviation decay rates, our result establishes the criticality of $$e^{ - \sqrt x } $$ 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.

[1]  Predrag R. Jelenkovic,et al.  Large Deviation Analysis of Subexponential Waiting Times in a Processor-Sharing Queue , 2003, Math. Oper. Res..

[2]  A. Lazar,et al.  Asymptotic results for multiplexing subexponential on-off processes , 1999, Advances in Applied Probability.

[3]  Armand M. Makowski,et al.  On a reduced load equivalence for fluid queues under subexponentiality , 1999, Queueing Syst. Theory Appl..

[4]  P. Jelenkovic,et al.  Asymptotic loss probability in a finite buffer fluid queue with hetergeneous heavy-tailed on--off processes , 2003 .

[5]  Sem C. Borst,et al.  Reduced-Load Equivalence and Induced Burstiness in GPS Queues with Long-Tailed Traffic Flows , 2003, Queueing Syst. Theory Appl..

[6]  Sem C. Borst,et al.  Reduced-load equivalence for Gaussian processes , 2005, Oper. Res. Lett..

[7]  A. Pakes ON THE TAILS OF WAITING-TIME DISTRIBUTIONS , 1975 .

[8]  N. S. Barnett,et al.  Private communication , 1969 .

[9]  Kai Lai Chung,et al.  A Course in Probability Theory , 1949 .

[10]  Gennady Samorodnitsky,et al.  Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models , 1998, Math. Oper. Res..

[11]  Tomasz Rolski,et al.  Asymptotics of palm-stationary buffer content distributions in fluid flow queues , 1999, Advances in Applied Probability.

[12]  K. Sigman,et al.  Sampling at subexponential times, with queueing applications , 1999 .

[13]  V. Chistyakov A Theorem on Sums of Independent Positive Random Variables and Its Applications to Branching Random Processes , 1964 .

[14]  Karl Sigman,et al.  Appendix: A primer on heavy-tailed distributions , 1999, Queueing Syst. Theory Appl..

[15]  S. Borst,et al.  Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows , 2004, math/0406178.

[16]  Onno J. Boxma Fluid Queues and Regular Variation , 1996, Perform. Evaluation.

[17]  A. V. Nagaev On a Property of Sums of Independent Random Variables , 1978 .

[18]  E. Pitman Subexponential distribution functions , 1980 .

[19]  Serguei Foss,et al.  Sampling at a Random Time with a Heavy-Tailed Distribution , 2000 .