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Search: authors:"Bert Zwart"

3 papers found.
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Transient error approximation in a Lévy queue

Motivated by a capacity allocation problem within a finite planning period, we conduct a transient analysis of a single-server queue with Lévy input. From a cost minimization perspective, we investigate the error induced by using stationary congestion measures as opposed to time-dependent measures. Invoking recent results from fluctuation theory of Lévy processes, we derive a...

Loss rates in the single-server queue with complete rejection

Consider the single-server queue in which customers are rejected if their total sojourn time would exceed a certain level \(K\). A basic performance measure of this system is the probability \(P_K\) that a customer gets rejected in steady state. This paper presents asymptotic expansions for \(P_K\) as \(K\rightarrow \infty \). If the service time \(B\) is light-tailed and inter...

Sojourn time asymptotics in Processor Sharing queues with varying service rate

This paper addresses the sojourn time asymptotics for a GI/GI/⋅ queue operating under the Processor Sharing (PS) discipline with stochastically varying service rate. Our focus is on the logarithmic estimates of the tail of sojourn-time distribution, under the assumption that the job-size distribution has a light tail. Whereas upper bounds on the decay rate can be derived under...