Maximum waiting time in heavy-tailed fork-join queues

Dennis Schol, Maria Vlasiou, Bert Zwart

Research output: Working paperPreprintAcademic

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Abstract

In this paper, we study the maximum waiting time $\max_{i\leq N}W_i(\cdot)$ in an $N$-server fork-join queue with heavy-tailed services as $N\to\infty$. The service times are the product of two random variables. One random variable has a regularly varying tail probability and is the same among all $N$ servers, and one random variable is Weibull distributed and is independent and identically distributed among all servers. This setup has the physical interpretation that if a job has a large size, then all the subtasks have large sizes, with some variability described by the Weibull-distributed part. We prove that after a temporal and spatial scaling, the maximum waiting time process converges in $D[0,T]$ to the supremum of an extremal process with negative drift. The temporal and spatial scaling are of order $\tilde{L}(b_N)b_N^{\frac{\beta}{(\beta-1)}}$, where $\beta$ is the shape parameter in the regularly varying distribution, $\tilde{L}(x)$ is a slowly varying function, and $(b_N,N\geq 1)$ is a sequence for which holds that $\max_{i\leq N}A_i/b_N\overset{\mathbb{P}}{\longrightarrow}1$, as $N\to\infty$, where $A_i$ are i.i.d.\ Weibull-distributed random variables. Finally, we prove steady-state convergence.
Original languageEnglish
Publication statusPublished - 4 Nov 2022

Keywords

  • math.PR
  • 60G70, 60K25

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