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On the integral of the workload process of the single server queue

Part of: Special processes Markov processes Stochastic processes

Published online by Cambridge University Press:  14 July 2016

A. A. Borovkov ,
O. J. Boxma  and
Z. Palmowski
A. A. Borovkov*
Affiliation:
Sobolev Institute of Mathematics, Novosibirsk
O. J. Boxma*
Affiliation:
EURANDOM and Eindhoven University of Technology
Z. Palmowski*
Affiliation:
EURANDOM and University of Wrocław
*
∗ Postal address: Sobolev Institute of Mathematics, Koptyug pr. 4, Novosibirsk 630090, Russia.
∗∗ Postal address: Eindhoven University of Technology, Department of Mathematics and Computer Science, PO Box 513, 5600 MB Eindhoven, The Netherlands.
∗∗∗ Postal address: Mathematical Institute, University of Wrocław, pl. Grunwaldzki 2/4, 50-384 Wrocław, Poland. Email address: [email protected]
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Abstract

This paper is devoted to a study of the integral of the workload process of the single server queue, in particular during one busy period. Firstly, we find asymptotics of the area 𝒜 swept under the workload process W(t) during the busy period when the service time distribution has a regularly varying tail. We also investigate the case of a light-tailed service time distribution. Secondly, we consider the problem of obtaining an explicit expression for the distribution of 𝒜. In the general GI/G/1 case, we use a sequential approximation to find the Laplace—Stieltjes transform of 𝒜. In the M/M/1 case, this transform is obtained explicitly in terms of Whittaker functions. Thirdly, we consider moments of 𝒜 in the GI/G/1 queue. Finally, we show asymptotic normality of .

Keywords

Workload processarearegularly varying distributionsequential approximationcovariance function

MSC classification

Primary: 60G70: Extreme value theory; extremal processes
Secondary: 60J60: Diffusion processes 60J65: Brownian motion 60K25: Queueing theory
Type
Research Papers
Information
Journal of Applied Probability , Volume 40 , Issue 1 , March 2003 , pp. 200 - 225
Copyright
Copyright © Applied Probability Trust 2003 

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Footnotes

Work supported by KBN under grant 5 P03A 02120

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