Finite-pool queues with heavy-tailed services
Abstract
We consider the queue, in which a a total of 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 , with . 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.
Cite
@article{arxiv.1605.06264,
title = {Finite-pool queues with heavy-tailed services},
author = {Gianmarco Bet and Remco van der Hofstad and Johan S. H. van Leeuwaarden},
journal= {arXiv preprint arXiv:1605.06264},
year = {2016}
}
Comments
19 pages, 3 figures