Big Jobs Arrive Early: From Critical Queues to Random Graphs

Published Online:https://doi.org/10.1287/stsy.2019.0057

We consider a queue to which only a finite pool of n customers can arrive, at times depending on their service requirement. A customer with stochastic service requirement S arrives to the queue after an exponentially distributed time with mean S for some α[0,1]; therefore, larger service requirements trigger customers to join earlier. This finite-pool queue interpolates between two previously studied cases: α = 0 gives the so-called Δ(i)/G/1 queue and α = 1 is closely related to the exploration process for inhomogeneous random graphs. We consider the asymptotic regime in which the pool size n grows to infinity and establish that the scaled queue-length process converges to a diffusion 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 activity. We also describe how this first busy period of the queue gives rise to a critically connected random forest.

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