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...
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...
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...
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...
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,...