The Annals of Applied Probability

Light Traffic Equivalence in Single-Server Queues

Soren Asmussen

Full-text: Open access

Abstract

A light traffic limit theorem is proved for random walks in a triangular array setting similar to the heavy traffic situation, the basic assumption being on the moments in the right tail of the increment distribution. When specialized to GI/G/1 queues, this result is shown to contain the known types of light traffic behaviour in this setting (Daley and Rolski) as well as some additional ones. Intuitively, the results state that typically delay in light traffic occurs with just one customer in the system, and then as a result of long service times and/or short interarrival times in a balance which depends on the particular parameters of the model. Particular attention is given to queues with phase-type service times, for example of Coxian type.

Article information

Source
Ann. Appl. Probab., Volume 2, Number 3 (1992), 555-574.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoap/1177005649

Digital Object Identifier
doi:10.1214/aoap/1177005649

Mathematical Reviews number (MathSciNet)
MR1177899

Zentralblatt MATH identifier
0762.60085

JSTOR
links.jstor.org

Subjects
Primary: 60K25: Queueing theory [See also 68M20, 90B22]

Keywords
Light traffic random walk GI/G/1 queue phase-type distribution Coxian distribution

Citation

Asmussen, Soren. Light Traffic Equivalence in Single-Server Queues. Ann. Appl. Probab. 2 (1992), no. 3, 555--574. doi:10.1214/aoap/1177005649. https://projecteuclid.org/euclid.aoap/1177005649


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