Finite-pool queueing with heavy-tailed services

Abstract

AbstractWe consider the Δ(i)/G/1 queue, in which a total ofncustomers join a single-server queue for service. Customers join the queue independently after exponential times. We considerheavy-tailedservice-time distributions with tails decaying asx-α, α ∈ (1, 2). We consider the asymptotic regime in which the population size grows to ∞ and establish that the scaled queue-length process converges to an α-stable process with a negative quadratic drift. We leverage this asymptotic result to characterize the head start that is needed to create a long period of uninterrupted activity (a busy period). The heavy-tailed service times should be contrasted with the case of light-tailed service times, for which a similar scaling limit arises (Betet al.(2015)), but then with a Brownian motion instead of an α-stable process.