Joint tail distribution conjecture for overlap times in identical tandem queues

Let jj be the number of stations, and let On,n+k(i)O^{(i)}_{n,n+k} denote the overlap time at station ii for the nthn^{th} and (n+k)th(n+k)^{th} customers in an (M/M/)j(M/M/\infty)^j tandem queue whose stations have identically distributed service times. For parameters λ\lambda and μ\mu, and thresholds x1,,xjx_1,\dots,x_j, Joint overlap-tail conjecture. The joint tail distribution is

P(On,n+k(1)>x1,On,n+k(2)>x2,,On,n+k(j)>xj)=e2μ(i=1jxi)2j1(λλ+μ)k.\mathbb{P} \left( O^{(1)}_{n,n+k} > x_1, O^{(2)}_{n,n+k} > x_2, \dots, O^{(j)}_{n,n+k} > x_j \right) = \frac{e^{-2\mu \left(\sum^j_{i=1} x_i \right)}}{2^{j-1}} \left( \frac{\lambda}{\lambda+\mu} \right)^k.

This conjecture extends the paper's explicit two-station overlap-time analysis to an arbitrary number of identically distributed stations. The proposed jj-dimensional formula is motivated by the need to generalize the results beyond two stations; the source does not provide a resolution, so its status remains open.

Sources & referencesView supporting material

Primary source

Ruici Gao and Jamol Pender, “Overlap Times in Tandem Queues: Identically Distributed Station Case”, arXiv:2311.01261 (2024).

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