Skip to main content
Log in

Exact waiting time and queue size distributions for equilibrium M/G/1 queues with Pareto service

  • Published:
Queueing Systems Aims and scope Submit manuscript

Abstract

This paper solves the problem of finding exact formulas for the waiting time cdf and queue length distribution of first-in-first-out M/G/1 queues in equilibrium with Pareto service. The formulas derived are new and are obtained by directly inverting the relevant Pollaczek-Khinchin formula and involve single integrals of non-oscillating real valued functions along the positive real line. Tables of waiting time and queue length probabilities are provided for certain parameter values under heavy traffic conditions.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Abate, J., Whitt, W.: The Fourier-series method for inverting transforms of probability distributions. Queueing Syst. 10, 5–88 (1992)

    Article  Google Scholar 

  2. Abate, J., Whitt, W.: Explicit M/G/1 waiting-time distributions for a class of long-tail service-time distributions. Oper. Res. Lett. 25, 25–31 (1999)

    Article  Google Scholar 

  3. Abate, J., Whitt, W.: A unified framework for numerically inverting Laplace transforms. INFORMS J. Comput. 18(4), 408–421 (2006)

    Article  Google Scholar 

  4. Abate, J., Choudhury, G.L., Whitt, W.: An introduction to numerical transform inversion and its application to probability models. In: Grassman, W. (ed.) Computational Probability, pp. 257–323. Kluwer Academic, Boston (1999)

    Google Scholar 

  5. Abramowitz, M., Stegun, I.A.: Handbook of Mathematical Functions. Dover, New York (1965)

    Google Scholar 

  6. Asmussen, S.: Ruin Probabilities. Advanced Series on Statistical Science & Applied Probability, vol. 2. World Scientific, Singapore (2000)

    Google Scholar 

  7. Boxma, O.J., Cohen, J.W.: The M/G/1 queue with heavy-tailed service-time distribution. IEEE J. Sel. Areas Commun. 16, 749–763 (1998)

    Article  Google Scholar 

  8. Crovella, M.E., Taqqu, M.S., Bestavros, A.: Heavy-tailed probability distributions in the world wide web. In: Adler, R.J., Feldman, R.E., Taqqu, M.S. (eds.) A Practical Guide to Heavy Tails, pp. 435–459 (1998)

  9. Goldie, C.M., Klüppelberg, C.: Subexponential distributions. In: Adler, R.J., Feldman, R.E., Taqqu, M.S. (eds.) A Practical Guide to Heavy Tails, pp. 435–459 (1998)

  10. Goovaerts, M., D’Hooge, L., De Pril, N.: On a class of generalized Γ-convolutions (Part 1). Scand. Actuar. J. 1, 21–30 (1977)

    Google Scholar 

  11. Gross, D., Shortle, J.F., Fischer, M.J., Masi, D.M.B.: Difficulties in simulating queues with Pareto service. In: Proceedings of the 2002 Winter Simulation Conference, 1, pp. 407–415 (2002).

  12. LePage, W.R.: Complex Variables and the Laplace Transform for Engineers. Dover, New York (1961)

    Google Scholar 

  13. Medhi, J.: Stochastic Models in Queueing Theory, 2nd edn. Academic, San Diego (2003)

    Google Scholar 

  14. Nadarajah, S., Kotz, S.: On the Laplace transform of the Pareto distribution. Queueing Syst. 54, 243–244 (2006)

    Article  Google Scholar 

  15. Ramsay, C.M.: A solution to the ruin problem for Pareto distributions. Insur. Math. Econ. 33, 109–116 (2003)

    Article  Google Scholar 

  16. Ross, S.M.: Bounding the stationary distribution of the M/G/1 queue size. Probab. Eng. Inf. Sci. 20, 571–574 (2006)

    Google Scholar 

  17. Roughan, M., Veitch, D., Rumsewicz, M.: Computing queue-length distributions for power-law queues. In: Proceedings of the IEEE INFOCOM 1998, pp. 356–363 (1998)

  18. Sakurai, T.: Approximating M/G/1 waiting time tail probabilities. Stoch. Models 20(2), 173–191 (2004)

    Article  Google Scholar 

  19. Schiff, J.L.: The Laplace Transform. Springer, New York (1999)

    Google Scholar 

  20. Shortle, J., Brill, P., Fischer, M., Gross, D., Masi, D.: An algorithm to compute the waiting time distribution for the M/G/1 queue. INFORMS J. Comput. 16(2), 152–161 (2004)

    Article  Google Scholar 

  21. Starobinski, D., Sidi, M.: Modeling and analysis of power-tail distributions via classical teletraffic methods. Queueing Syst. 36, 243–267 (2000)

    Article  Google Scholar 

  22. Temme, N.M.: Special Functions: An Introduction to the Classical Functions of Mathematical Physics. Wiley, New York (1996)

    Google Scholar 

  23. Thorin, O.: On the infinite divisibility of the Pareto distribution. Scand. Actuar. J. 1, 31–40 (1977)

    Google Scholar 

  24. Willmot, G.: A note on the equilibrium M/G/1 queue length. J. Appl. Probab. 25(1), 228–231 (1988)

    Article  Google Scholar 

  25. Woo, G.: The Mathematics of Natural Catastrophes. Imperial College Press, London (1999)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Colin M. Ramsay.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Ramsay, C.M. Exact waiting time and queue size distributions for equilibrium M/G/1 queues with Pareto service. Queueing Syst 57, 147–155 (2007). https://doi.org/10.1007/s11134-007-9052-7

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11134-007-9052-7

Keywords

Mathematics Subject Classification (2000)

Navigation