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

被引:19
作者
Asmussen, S [1 ]
Moller, JR [1 ]
机构
[1] Lund Univ, Dept Math Stat, S-22100 Lund, Sweden
关键词
M/G/1; queues; tail asymptotics; subexponential distributions;
D O I
10.1023/A:1019172028316
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
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-Creg, during a regenerative cycle, C-reg, and the asymptotic tail of the stationary random variable L-infinity, respectively, of the level process are given and shown to be subexponential with L-infinity having the heavier tail.
引用
收藏
页码:153 / 176
页数:24
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