P. Vanmieghem, THE ASYMPTOTIC-BEHAVIOR OF QUEUING-SYSTEMS - LARGE DEVIATIONS THEORY AND DOMINANT POLE APPROXIMATION, Queuing systems, 23(1-4), 1996, pp. 27-55
Citations number
28
Categorie Soggetti
Operatione Research & Management Science","Computer Science Interdisciplinary Applications
This paper presents the exact asymptotics of the steady state behavior
of a broad class of single-node queueing systems. First we show that
the asymptotic probability functions derived using large deviations th
eory are consistent (in a certain sense) with the result using dominan
t pole approximations. Then we present an exact asymptotic formula for
the cumulative probability function of the queue occupancy and relate
it to the ''cell loss ratio'', an important performance measure for s
ervice systems such as ATM networks. The analysis relies on a new gene
ralization of the Taylor coefficients of a complex function which we c
all ''characteristic coefficients''. Finally we apply our framework to
obtain new results for the M/D/1 system and for a more intricate mult
iclass M/D/n system.