Large deviations of sojourn times in processor sharing queues

M.R.H. Mandjes, A.P. Zwart

Research output: Contribution to journalArticleAcademicpeer-review

27 Citations (Scopus)
3 Downloads (Pure)


This paper presents a large deviation analysis of the steady-state sojourn time distribution in the GI/G/1 PS queue. Logarithmic estimates are obtained under the assumption of the service time distribution having a light tail, thus supplementing recent results for the heavy-tailed setting. Our proof gives insight into the way a large sojourn time occurs, enabling the construction of an (asymptotically efficient) importance sampling algorithm. Finally our results for PS are compared to a number of other service disciplines, such as FCFS, LCFS, and SRPT.
Original languageEnglish
Pages (from-to)237-250
JournalQueueing Systems
Issue number4
Publication statusPublished - 2006


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