Tail asymptotics for the busy period in the GI/G/1 queue

Authors
Citation
Ap. Zwart, Tail asymptotics for the busy period in the GI/G/1 queue, MATH OPER R, 26(3), 2001, pp. 485-493
Citations number
19
Categorie Soggetti
Mathematics
Journal title
MATHEMATICS OF OPERATIONS RESEARCH
ISSN journal
0364765X → ACNP
Volume
26
Issue
3
Year of publication
2001
Pages
485 - 493
Database
ISI
SICI code
0364-765X(200108)26:3<485:TAFTBP>2.0.ZU;2-9
Abstract
We characterise the tail behaviour of the busy period distribution in the G I/G/1 queue under the assumption that the tail of the service time distribu tion is of intermediate regular variation. This extends a result of de Meye r and Teugels (de Meyer and Teugels 1980), who treated the M/G/1 queue with a regularly varying service time distribution. Our method of proof is, opp osed to the one in de Meyer and Teugels (1980), probabilistic, and reveals an insightful relationship between the busy period and the cycle maximum.