Heavy loads and heavy tails

Sem Borst

doi:10.1016/j.indag.2023.04.003

Heavy loads and heavy tails

Sem Borst (Corresponding author)

Stochastic Operations Research

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The present paper is concerned with the stationary workload of queues with heavy-tailed (regularly varying) characteristics. We adopt a transform perspective to illuminate a close connection between the tail asymptotics and heavy-traffic limit in infinite-variance scenarios. This serves as a tribute to some of the pioneering results of J.W. Cohen in this domain. We specifically demonstrate that reduced-load equivalence properties established for the tail asymptotics of the workload naturally extend to the heavy-traffic limit.

Originele taal-2	Engels
Pagina's (van-tot)	1038-1063
Aantal pagina's	26
Tijdschrift	Indagationes Mathematicae
Volume	34
Nummer van het tijdschrift	5
DOI's	https://doi.org/10.1016/j.indag.2023.04.003
Status	Gepubliceerd - sep. 2023

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© 2023 The Author(s)

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Heavy loads and heavy tails

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