On a single serve queue fed by a scheduled traffic with Pareto perturbation

27 Pages Posted: 18 Feb 2021

See all articles by Victor F. Araman

Victor F. Araman

American University of Beirut - The Olayan School of Business

Hong Chen

Shanghai Advanced Institute in Finance, Shanghai Jiao Tong University

Peter Glynn

Stanford University

Li Xia

Sun Yat-sen University (SYSU) - School of Business

Date Written: February 3, 2021

Abstract

A scheduled arrival process is one in which the arrival is scheduled for time n, but occurs instead at some random time after or before n. The difference between the arrival times and the scheduled times are called perturbations and are iid. We describe here the behavior of a single server queue fed by such traffic in which the processing times are deterministic. A particular focus is on perturbation with Pareto-like tails but with finite mean. We obtain tail approximations for the steady-state workload in both cases where the queue is critically loaded and under a heavy-traffic regime. A key to our approach is our analysis of the tail behavior of a sum of independent Bernoulli random variables with probabilities following a power law with a parameter strictly larger than one.

Keywords: Scheduled traffic, Heavy-tailed distributions, Limit theorems, queueing system, Bernoulli sums

Suggested Citation

Araman, Victor F. and Chen, Hong and Glynn, Peter and Xia, Li, On a single serve queue fed by a scheduled traffic with Pareto perturbation (February 3, 2021). Available at SSRN: https://ssrn.com/abstract=3778709

Victor F. Araman (Contact Author)

American University of Beirut - The Olayan School of Business ( email )

Beirut, 0236
Lebanon

Hong Chen

Shanghai Advanced Institute in Finance, Shanghai Jiao Tong University ( email )

Shanghai, 200052
China

Peter Glynn

Stanford University ( email )

Stanford, CA 94305
United States

Li Xia

Sun Yat-sen University (SYSU) - School of Business ( email )

135 Xingang West Road
Sun Yat-Sen University
Guangzhou, Guangdong 510275
China

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