Finite-pool queueing with heavy-tailed services

DOI10.1017/JPR.2017.42MaRDI QIDQ4684899zbMATH OpenOpenAlexFDO

Authors Gianmarco Bet, Remco van der Hofstad, Johan S. H. van Leeuwaarden

Publication date 26 September 2018

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1605.06264

zbMATH Keywords

functional central limit theoremheavy-tailed distributionheavy-traffic approximationSkorokhod reflection map

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Queues and service in operations research (90B22)

Abstract: We consider the $Delt{a}_{(i)}/G/1$ queue, in which a a total of $n$ customers independently demand service after an exponential time. We focus on the case of heavy-tailed service times, and assume that the tail of the service time distribution decays like $x^{-alpha}$, with $alphain(1,2)$. We consider the asymptotic regime in which the population size grows to infinity and establish that the scaled queue length process converges to an alpha-stable process with a negative quadratic drift. We leverage this asymptotic result to characterize the headstart that is needed to create a long period of activity. This result should be contrasted with the case of light-tailed service times, which was shown to have a similar scaling limit, but then with a Brownian motion instead of an alpha-stable process.

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Cited in

(5)

• An alternative approach to heavy-traffic limits for finite-pool queues
• Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times
• Weighted Dyck paths and nonstationary queues
• Big jobs arrive early: from critical queues to random graphs
• Extending the Service Domain of an Interactive Bounded Queue

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