Skip to main content
Log in

Tail asymptotics for the fundamental period in the MAP/G/1 queue

  • Published:
Queueing Systems Aims and scope Submit manuscript

Abstract

This paper studies the tail behavior of the fundamental period in the MAP/G/1 queue. We prove that if the service time distribution has a regularly varying tail, then the fundamental period distribution in the MAP/G/1 queue has also regularly varying tail, and vice versa, by finding an explicit expression for the asymptotics of the tail of the fundamental period in terms of the tail of the service time distribution. Our main result with the matrix analytic proof is a natural extension of the result in (de Meyer and Teugels, J. Appl. Probab. 17: 802–813, 1980) on the M/G/1 queue where techniques rely heavily on analytic expressions of relevant functions.

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.: Asymptotics for M/G/1 low-priority waiting-time tail probabilities. Queueing Syst. 25, 173–233 (1997)

    Article  Google Scholar 

  2. Asmussen, S., Klüppelberg, C., Sigman, K.: Sampling at subexponential times, with queueing applications. Stoch. Process. Appl. 79, 265–286 (1999)

    Article  Google Scholar 

  3. Baltrūnas, A., Daley, D.J., Klüppelberg, C.: Tail behavior of the busy period of a GI/GI/1 queue with subexponential service times. Stoch. Process. Appl. 111, 237–258 (2004)

    Article  Google Scholar 

  4. Bingham, N.H., Goldie, C.M., Teugels, J.L.: Regular Variation. Cambridge University Press, Cambridge (1987)

    Google Scholar 

  5. Davis, M.H.A.: Piecewise deterministic Markov processes: a general class of non-diffusion stochastic models. J. R. Stat. Soc. B 46, 353–388 (1984)

    Google Scholar 

  6. de Haan, L.: An Abel-Tauber theorem for Laplace transforms. J. Lond. Math. Soc. (2) 13(3), 537–542 (1976)

    Article  Google Scholar 

  7. de Meyer, A., Teugels, J.L.: On the asymptotic behavior of the distributions of the busy period and service time in M/G/1. J. Appl. Probab. 17, 802–813 (1980)

    Article  Google Scholar 

  8. Jelenković, P.R., Momčilović, P.: Large deviations of square root insensitive random sums. Math. Oper. Res. 29(2), 398–406 (2004)

    Article  Google Scholar 

  9. Liu, G.: Piecewise deterministic Markov processes and semi-dynamic systems. In: Hou, Z., Filar, J., Chen, A. (eds.) Markov Processes and Controlled Markov Chains. Kluwer Academic, Dordrecht (2002)

    Google Scholar 

  10. Lucantoni, D.M.: New results on the single server queue with a batch Markovian arrival process. Commun. Stat. Stoch. Models 7(1), 1–46 (1991)

    Article  Google Scholar 

  11. Neuts, M.F.: Structured Stochastic Matrices of M/G/1 Type and Their Applications. Marcel Dekker, New York (1989)

    Google Scholar 

  12. Seneta, E.: Non-negative Matrices and Markov Chains, 2nd edn., Springer-Verlag, New York (1981)

    Google Scholar 

  13. Zwart, A.P.: Tail asymptotics for the busy period in the GI/G/1 queue. Math. Oper. Res. 26(3), 485–493 (2001)

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Bara Kim.

Additional information

B. Kim’s research was supported by the MIC (Ministry of Information and Communication), Korea, under the ITRC (Information Technology Research Center) support program supervised by the IITA (Institute of Information Technology Assessment).

I.-S. Wee’s research was supported by the Korea Research Foundation Grant KRF 2003-070-00008.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Kim, B., Lee, J. & Wee, IS. Tail asymptotics for the fundamental period in the MAP/G/1 queue. Queueing Syst 57, 1–18 (2007). https://doi.org/10.1007/s11134-007-9042-9

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11134-007-9042-9

Keywords

Mathematics Subject Classification (2000)

Navigation