Heavy loads and heavy tails

INDAGATIONES MATHEMATICAE-NEW SERIES(2023)

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摘要
The present paper is concerned with the stationary workload of queues with heavy-tailed (regularly varying) characteristics. We adopt a transform perspective to illuminate a close connection between the tail asymptotics and heavy-traffic limit in infinite-variance scenarios. This serves as a tribute to some of the pioneering results of J.W. Cohen in this domain. We specifically demonstrate that reducedload equivalence properties established for the tail asymptotics of the workload naturally extend to the heavy-traffic limit.(c) 2023 The Author(s). Published by Elsevier B.V. on behalf of Royal Dutch Mathematical Society (KWG). This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).
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关键词
Heavy-tailed distributions,Heavy-traffic limit,Tail asymptotics
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