Journal of Applied Mathematics and Stochastic Analysis 
Volume 11 (1998), Issue 3, Pages 247-254
doi:10.1155/S1048953398000215

A heavy-traffic theorem for the GI/G/1 queue with a Pareto-type service time distribution

J. W. Cohen

CWI, P.O. Box 94079, Amsterdam 1090 GB, The Netherlands

Received 1 July 1997; Revised 1 November 1997

Abstract

For the GI/G/1 queueing model with traffic load a<1, service time distribution B(t) and interarrival time distribution A(t), whenever for t→∞1−B(t)∼c(t/β)ν+O(e−δt),c>0,1<ν<2,δ>0, and ∫0∞tμdA(t)<∞ for μ>ν, (1−a)1ν−1w converges in distribution for a↑1. Here w is distributed as the stationary waiting time distribution. The L.-S. transform of the limiting distribution is derived and an asymptotic series for its tail probabilities is obtained. The theorem actually proved in the text concerns a slightly more general asymptotic behavior of 1−B(t), t→∞, than mentioned above.