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Sojourn time asymptotics in the M /G /1 processor sharing queue

Published: 14 January 2000 Publication History

Abstract

We show for the M/G/1 processor sharing queue that the service time distribution is regularly varying of index -ý, ý non-integer, iff the sojourn time distribution is regularly varying of index -ý. This result is derived from a new expression for the Laplace-Stieltjes transform of the sojourn time distribution. That expression also leads to other new properties for the sojourn time distribution. We show how the moments of the sojourn time can be calculated recursively and prove that the k th moment of the sojourn time is finite iff the k th moment of the service time is finite. In addition, we give a short proof of a heavy traffic theorem for the sojourn time distribution, prove a heavy traffic theorem for the moments of the sojourn time, and study the properties of the heavy traffic limiting sojourn time distribution when the service time distribution is regularly varying. Explicit formulas and multiterm expansions are provided for the case that the service time has a Pareto distribution.

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  1. Sojourn time asymptotics in the M /G /1 processor sharing queue

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    Published In

    cover image Queueing Systems: Theory and Applications
    Queueing Systems: Theory and Applications  Volume 35, Issue 1/4
    2000
    388 pages

    Publisher

    J. C. Baltzer AG, Science Publishers

    United States

    Publication History

    Published: 14 January 2000

    Author Tags

    1. M/G/1 queue
    2. heavy tailed distributions
    3. heavy traffic theory
    4. processor sharing service discipline
    5. regular variation
    6. sojourn time distribution

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