Sojourn time tails in the single server queue with heavy-tailed service times (Q660150)

The \(GI/GI/1\) queue with regularly varying service requirement distribution of index \(-\alpha\) is considered. It is well known that, in an \(M/GI/1\)-LCFS (last-come, first served) or in processor sharing, the sojourn time distribution is also regular varying of index \(-\alpha\), whereas in case of a FCFS (first come, first serve) queue, the sojourn time distribution is regularly varying of index \(1-\alpha\). The paper gives an affirmatively answer to the question, formulated in [\textit{I. Adan, G.-J. van Houtum} and \textit{J. van der Wal}, Ann. Oper. Res. 48, No. 1--4, 197--217 (1994; Zbl 0795.60090)], whether there exist service disciplines that give rise to a regularly varying sojourn time distribution with any index \(-\gamma \in[-\alpha,1-\alpha]\). A global description (for the detailed description see the paper) is as follows: Every customer in the system is either green or red. Initially all customers are green. All green customers have the highest priority and are served in FCFS manner. A customer that is currently served for a very long time (where a fixed constant parameter \(\beta\in(0,1)\) plays a decisive role) is declared red. All red customers have the lowest priority. If there are only red customers in the system, they are served as FCFS. If a green customer arrives at the system, then the service of the red customer in service is interrupted and service of the green customers starts. Under this regime, the sojourn time is regularly varying with parameter \(\gamma=\alpha/(1-\beta)-1\). The prove is given by providing a lower bound for the sojourn time tail and an upper bound which coincides with the lower bound.