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  Asymptotics for M/G/1 low-priority waiting-time tail probabilities (1997) [35 citations — 6 self]

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by Joseph Abate
Queueing Systems
http://www.research.att.com/~wow/balz.ps
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Abstract:

We consider the classical M/G/1 queue with two priority classes and the nonpreemptive and preemptive-resume disciplines. We show that the low-priority steadystate waiting-time can be expressed as a geometric random sum of i.i.d. random variables, just like the M/G/1 FIFO waiting-time distribution. We exploit this structures to determine the asymptotic behavior of the tail probabilities. Unlike the FIFO case, there is routinely a region of the parameters such that the tail probabilities have non-exponential asymptotics. This phenomenon even occurs when both service-time distributions are exponential. When non-exponential asymptotics holds, the asymptotic form tends to be determined by the non-exponential asymptotics for the high-priority busy-period distribution. We obtain asymptotic expansions for the low-priority waiting-time distribution by obtaining an asymptotic expansion for the busy-period transform from Kendall's functional equation. We identify the boundary between the exponential and non-exponential asymptotic regions. For the special cases of an exponential high-priority service-time distribution and of common general service-time distributions, we obtain convenient explicit forms for the low-priority waiting-time transform. We also establish asymptotic results for cases with long-tail service-time distributions. As with FIFO, the exponential asymptotics tend to provide excellent approximations, while the non-exponential asymptotics do not, but the asymptotic relations indicate the general form. In all cases, exact results can be obtained by numerically inverting the waiting-time transform. Keywords: priority queues, M/G/1 queue, low-priority waiting time, tail probabilities, asymptotics, non-exponential asymptotics, asymptotic expansions, Laplace transforms, algebraic singularities 1

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