TAIL PROBABILITIES FOR M G/INFINITY INPUT PROCESSES(I) - PRELIMINARY ASYMPTOTICS/

Citation
M. Parulekar et Am. Makowski, TAIL PROBABILITIES FOR M G/INFINITY INPUT PROCESSES(I) - PRELIMINARY ASYMPTOTICS/, Queuing systems, 27(3-4), 1997, pp. 271-296
Citations number
26
Journal title
ISSN journal
02570130
Volume
27
Issue
3-4
Year of publication
1997
Pages
271 - 296
Database
ISI
SICI code
0257-0130(1997)27:3-4<271:TPFMGI>2.0.ZU;2-2
Abstract
The infinite server model of Cox with arbitrary service time distribut ion appears to provide a large class of traffic models - Pareto and lo g-normal distributions have already been reported in the literature fo r several applications. Here we begin the analysis of the large buffer asymptotics for a multiplexer driven by this class of inputs. To do s o we rely on recent results by Duffield and O'Connell on overflow prob abilities for the general single server queue. In this paper we focus on the key step in this approach: The appropriate large deviations sca ling is shown to be related to the forward recurrence time of the serv ice time distribution, and a closed form expression is derived for the corresponding generalized limiting log-moment generating function ass ociated with the input process. Three different regimes are identified . In a companion paper we apply these results to obtain the large buff er asymptotics under a variety of service time distributions.