The asymptotic behavior of queueing systems: Large deviations theory and dominant pole approximation |
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Authors: | Piet Van Mieghem |
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Institution: | (1) Alcatel-Telecom Research Division, Francis Wellesplein 1, B-2018 Antwerp, Belgium |
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Abstract: | This paper presents the exact asymptotics of the steady state behavior of a broad class of single-node queueing systems. First we show that the asymptotic probability functions derived using large deviations theory are consistent (in a certain sense) with the result using dominant pole approximations. Then we present an exact asymptotic formula for the cumulative probability function of the queue occupancy and relate it to the cell loss ratio, an important performance measure for service systems such as ATM networks. The analysis relies on a new generalization of the Taylor coefficients of a complex function which we call characteristic coefficients. Finally we apply our framework to obtain new results for the M/D/1 system and for a more intricate multiclass M/D/n system. |
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Keywords: | Queueing systems asymptotics dominant pole approximation large deviations theory ATM |
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