English

Finite-pool queues with heavy-tailed services

Probability 2016-05-23 v1

Abstract

We consider the Δ(i)/G/1\Delta_{(i)}/G/1 queue, in which a a total of nn 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 xαx^{-\alpha}, with α(1,2)\alpha \in (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.

Keywords

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

R2 v1 2026-06-22T14:05:27.118Z