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Parallel computing, failure recovery, and extreme values

by Lars Nørvang Andersen and Søren Asmussen
Research Reports Number 500 (August 2007)
A task of random size $T$ is split into $M$ subtasks of lengths $T_1,\dots,T_M$, each of which is sent to one out of $M$ parallel processors. Each processor may fail at a random time before completing its allocated task, and then has to restart it from the beginning. If $X_1,\dots,X_M$ are the total task times at the $M$ processors, the overall total task time is then $Z_M=\max_{1,\dots,M}X_i$. Limit theorems as $M\to\infty$ are given for $Z_M$, allowing the distribution of $T$ to depend on $M$. In some cases the limits are classical extreme value distributions, in others they are of a different type.
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This primarily serves as Thiele Research Reports number 13-2007, but was also published in Research Reports