Sciweavers

10 search results - page 1 / 2
» Heavy Tails in Multi-Server Queue
Sort
View
QUESTA
2006
103views more  QUESTA 2006»
13 years 5 months ago
Heavy Tails in Multi-Server Queue
Abstract. In this paper, the asymptotic behaviour of the distribution tail of the stationary waiting time W in the GI/GI/2 FCFS queue is studied. Under subexponential-type assumpti...
Serguei Foss, Dmitry Korshunov
QUESTA
2007
117views more  QUESTA 2007»
13 years 4 months ago
Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error
Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, appli...
Sandeep Juneja
TOMACS
2002
113views more  TOMACS 2002»
13 years 4 months ago
Simulating heavy tailed processes using delayed hazard rate twisting
Consider the problem of estimating the small probability that the maximum of a random walk exceeds a large threshold, when the process has a negative drift and the underlying rand...
Sandeep Juneja, Perwez Shahabuddin
CORR
2010
Springer
76views Education» more  CORR 2010»
13 years 5 months ago
Queue Length Asymptotics for Generalized Max-Weight Scheduling in the presence of Heavy-Tailed Traffic
We investigate the asymptotic behavior of the steady-state queue length distribution under generalized maxweight scheduling in the presence of heavy-tailed traffic. We consider a s...
Krishna P. Jagannathan, Mihalis Markakis, Eytan Mo...
SIGMETRICS
2010
ACM
115views Hardware» more  SIGMETRICS 2010»
12 years 12 months ago
The average response time in a heavy-traffic srpt queue
Shortest Remaining Processing Time first (SRPT) has long been known to optimize the queue length distribution and the mean response time (a.k.a. flow time, sojourn time). As such,...
Minghong Lin, Adam Wierman, Bert Zwart