A reduced-peak equivalence for queues with a mixture of light-tailed and heavy-tailed input flows

Citation
Borst, Sem et Zwart, Bert, A reduced-peak equivalence for queues with a mixture of light-tailed and heavy-tailed input flows, Advances in applied probability , 35(2), 2003, pp. 793-805
ISSN journal
00018678
Volume
35
Issue
2
Year of publication
2003
Pages
793 - 805
Database
ACNP
SICI code
Abstract
We determine the exact large-buffer asymptotics for a mixture of light-tailed and heavy-failed input flows. Earlier studies have found a 'reduced-load equivalence' in situations where the peak rate of the heavy-tailed flows plus the mean rate of the light-tailed flows is larger than the service rate. In that case, the workload is asymptotically equivalent to that in a reduced system, which consists of a certain 'dominant' subset of the heavy-tailed flows, with the service rate reduced by the mean rate of all other flows. In the. present paper, we focus on the opposite case where the peak rate of the heavy-tailed flows plus the mean rate of the light-tailed flows is smaller than the service rate. Under mild assumptions, we prove that the workload distribution is asymptotically equivalent to that in a somewhat 'dual' reduced system, multiplied by a certain prefactor. The reduced system now consists of only the light-tailed flows, with the service rate reduced by the peak rate of the heavy-tailed flows. The prefactor represents the probability that the heavy-tailed flows have sent at their peak rate for more than a certain amount of time, which may be interpreted as the 'time to overflow for the light-tailed flows in the reduced system. The results provide crucial insight into the typical overflow scenario.