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Permanent link: http://hdl.handle.net/1959.3/202142
- The variance of departure processes: puzzling behavior and open problems
- We consider the variability of queueing departure processes. Previous results have shown the so-called BRAVO effect occurring in M/M/1/K and GI/G/1 queues: Balancing Reduces Asymptotic Variance of Outputs. A factor of (1−2/ π ) appears in GI/G/1 and a factor of 1/3 appears in M/M/1/K, for large K . A missing piece in the puzzle is the GI/G/1/K queue: Is there a BRAVO effect? If so, what is the variability? Does 1/3 play a role? This open problem paper addresses these questions by means of numeric and simulation results. We conjecture that at least for the case of light tailed distributions, the variability parameter is 1/3 multiplied by the sum of the squared coefficients of variations of the inter-arrival and service times.
- Publication Type
- Journal article
- Queueing Systems, Vol. 68, no. 3 (Aug 2011), pp. 385-394
- Publication Year
- FOR Code(s)
0102 Applied Mathematics;
0103 Numerical and Computational Mathematics;
Asymptotic variance rate;
- Publisher URL
- Copyright © Springer Science+Business Media, LLC 2011.
- Peer Reviewed