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

Authors :
Zbigniew Palmowski
Onno Boxma
A.A. Borovkov
Stochastic Operations Research
Mathematics and Computer Science
Source :
Journal of Applied Probability, 40(1), 200-225. University of Sheffield
Publication Year :
2003
Publisher :
University of Sheffield, 2003.

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 .

Details

Language :
English
ISSN :
00219002
Volume :
40
Issue :
1
Database :
OpenAIRE
Journal :
Journal of Applied Probability
Accession number :
edsair.doi.dedup.....0d3c10e836bbe6f93dffea61d70f027e