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Tail behavior of the queue size and waiting time in a queue with discrete autoregressive arrivals

Part of: Special processes Computer system organization

Published online by Cambridge University Press:  08 September 2016

Bara Kim  and
Khosrow Sohraby
Bara Kim*
Affiliation:
Korea University
Khosrow Sohraby*
Affiliation:
University of Missouri, Kansas City
*
∗ Postal address: Department of Mathematics and Telecommunication Mathematics Research Center, Korea University, 1 Anam-dong, Sungbuk-ku, Seoul, 136-701, Korea. Email address: bara@korea.ac.kr
∗∗ Postal address: School of Computing and Engineering, University of Missouri, Kansas City, MO 64110, USA. Email address: sohrabyk@umkc.edu
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Abstract

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Autoregressive arrival models are described by a few parameters and provide a simple means to obtain analytical models for matching the first- and second-order statistics of measured data. We consider a discrete-time queueing system where the service time of a customer occupies one slot and the arrival process is governed by a discrete autoregressive process of order 1 (a DAR(1) process) which is characterized by an arbitrary stationary batch size distribution and a correlation coefficient. The tail behaviors of the queue length and the waiting time distributions are examined. In particular, it is shown that, unlike in the classical queueing models with Markovian arrival processes, the correlation in the DAR(1) model results in nongeometric tail behavior of the queue length (and the waiting time) if the stationary distribution of the DAR(1) process has infinite support. A complete characterization of the geometric tail behavior of the queue length (and the waiting time) is presented, showing the impact of the stationary distribution and the correlation coefficient when the stationary distribution of the DAR(1) process has finite support. It is also shown that the stationary distribution of the queue length (and the waiting time) has a tail of regular variation with index -β − 1, by finding an explicit expression for the tail asymptotics when the stationary distribution of the DAR(1) process has a tail of regular variation with index -β.

Keywords

Queuediscrete autoregressive processgeometric tail distributionregular variation

MSC classification

Primary: 60K25: Queueing theory
Secondary: 68M20: Performance evaluation; queueing; scheduling
Type
General Applied Probability
Information
Advances in Applied Probability , Volume 38 , Issue 4 , December 2006 , pp. 1116 - 1131
Copyright
Copyright © Applied Probability Trust 2006 

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