S. Resnick et G. Samorodnitsky, PERFORMANCE DECAY IN A SINGLE-SERVER EXPONENTIAL QUEUING MODEL WITH LONG-RANGE DEPENDENCE, Operations research, 45(2), 1997, pp. 235-243
Citations number
21
Categorie Soggetti
Management,"Operatione Research & Management Science","Operatione Research & Management Science
We discuss how long-range dependence can influence the characteristics
of a single server queue. We take the analogue of the G/M/1 queue exc
ept that the input stream is altered to exhibit long-range dependence.
The equilibrium queue size and equilibrium waiting time distributions
have heavy tails. By suitably selecting the parameters of the inputs,
the queue size or waiting time can be made to possess infinite varian
ce and even infinite mean. Some simulations dramatically illustrate th
e potential for undetected long-range dependence to significantly alte
r the queueing behavior compared to what is anticipated with tradition
al inputs.