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Limits and Approximations for the Busy-Period Distribution in Single-Server Queues

Published online by Cambridge University Press:  27 July 2009

Joseph Abate  and
Ward Whitt
Joseph Abate
Affiliation:
AT&T Bell Laboratories, Room 2C-178, Murray Hill, New Jersey 07974-0636
Ward Whitt
Affiliation:
AT&T Bell Laboratories, Room 2C-178, Murray Hill, New Jersey 07974-0636
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Abstract

Limit theorems are established and relatively simple closed-form approximations are developed for the busy-period distribution in single-server queues. For the M/G/l queue, the complementary busy-period c.d.f. is shown to be asymptotically equivalent as t → ∞ to a scaled version of the heavy-traffic limit (obtained as p → 1), where the scaling parameters are based on the asymptotics as t → ∞. We call this the asymptotic normal approximation, because it involves the standard normal c.d.f. and density. The asymptotic normal approximation is asymptotically correct as t → ∞ for each fixed p and as p → 1 for each fixed t and yields remarkably good approximations for times not too small, whereas the direct heavy-traffic (p → 1) and asymptotic (t → ∞) limits do not yield such good approximations. Indeed, even the approximation based on three terms of the standard asymptotic expansion does not perform well unless t is very large. As a basis for generating corresponding approximations for the busy-period distribution in more general models, we also establish a more general heavy-traffic limit theorem.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 9 , Issue 4 , October 1995 , pp. 581 - 602
Copyright
Copyright © Cambridge University Press 1995

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