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Abstract
In this paper, we study the maximum waiting time $\max_{i\leq N}W_i(\cdot)$ in an $N$-server fork-join queue with heavy-tailed services as $N\to\infty$. The service times are the product of two random variables. One random variable has a regularly varying tail probability and is the same among all $N$ servers, and one random variable is Weibull distributed and is independent and identically distributed among all servers. This setup has the physical interpretation that if a job has a large size, then all the subtasks have large sizes, with some variability described by the Weibull-distributed part. We prove that after a temporal and spatial scaling, the maximum waiting time process converges in $D[0,T]$ to the supremum of an extremal process with negative drift. The temporal and spatial scaling are of order $\tilde{L}(b_N)b_N^{\frac{\beta}{(\beta-1)}}$, where $\beta$ is the shape parameter in the regularly varying distribution, $\tilde{L}(x)$ is a slowly varying function, and $(b_N,N\geq 1)$ is a sequence for which holds that $\max_{i\leq N}A_i/b_N\overset{\mathbb{P}}{\longrightarrow}1$, as $N\to\infty$, where $A_i$ are i.i.d.\ Weibull-distributed random variables. Finally, we prove steady-state convergence.
Original language | English |
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Article number | 2211.02313 |
Number of pages | 24 |
Journal | arXiv |
Volume | 2022 |
DOIs | |
Publication status | Published - 4 Nov 2022 |
Keywords
- math.PR
- 60G70, 60K25
Fingerprint
Dive into the research topics of 'Maximum waiting time in heavy-tailed fork-join queues'. Together they form a unique fingerprint.Projects
- 1 Finished
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Complexity in Transport and Logistics
Vlasiou, M. (Project Manager) & Schol, C. (Project member)
28/08/17 → 30/09/22
Project: Research direct
Research areas
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Stochactic processes on interacting networks
Vlasiou, M. (Content manager)
Impact: Research Topic/Theme (at group level)
Research output
- 4 Article
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Large fork-join queues with nearly deterministic arrival and service times
Schol, D., Vlasiou, M. & Zwart, B., 1 May 2022, In: Mathematics of Operations Research. 47, 2, p. 1335-1364 30 p.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile6 Citations (Scopus)73 Downloads (Pure) -
Tail Asymptotics for the Delay in a Brownian Fork-Join Queue
Schol, D., Vlasiou, M. & Zwart, B., 9 Aug 2022, In: arXiv. 2022, 24 p., 2208.04796.Research output: Contribution to journal › Article › Academic
Open AccessFile41 Downloads (Pure) -
Extreme-value theory for large fork-join queues, with an application to high-tech supply chains
Meijer, M., Schol, D., Jaarsveld, W. V., Vlasiou, M. & Zwart, B., 19 May 2021, In: arXiv. 2021, 40 p., 2105.09189.Research output: Contribution to journal › Article › Academic
Open AccessFile59 Downloads (Pure)