Heavy-traffic asymptotics for the single-server queue with random order of service

Authors:
Bert Zwart
Affiliations:
Department of Mathematics & Computer Science, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven, The Netherlands and CWI, P.O. Box 94079, 1090 GB Amsterdam, The Netherlands
Venue:
Operations Research Letters
Year:
2005

Citing 6
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Abstract

We consider the GI/GI/1 queue with customers served in random order, and derive the heavy-traffic limit of the waiting-time distribution. Our proof is probabilistic, requires no finite-variance assumptions, and makes the intuition provided by Kingman (Math. Oper. Res. 7 (1982) 262) rigorous.