Time-dependent analysis of an M / M / c preemptive priority system with two priority classes

\u3cp\u3eWe analyze the time-dependent behavior of an M / M / c priority queue having two customer classes, class-dependent service rates, and preemptive priority between classes. More particularly, we develop a method that determines the Laplace transforms of the transition functions when the system is initially empty. The Laplace transforms corresponding to states with at least c high-priority customers are expressed explicitly in terms of the Laplace transforms corresponding to states with at most (Formula presented.) high-priority customers. We then show how to compute the remaining Laplace transforms recursively, by making use of a variant of Ramaswami’s formula from the theory of M / G / 1-type Markov processes. While the primary focus of our work is on deriving Laplace transforms of transition functions, analogous results can be derived for the stationary distribution; these results seem to yield the most explicit expressions known to date.\u3c/p\u3

Time-dependent properties of symmetric queues

We settle a conjecture of Kella et al. (J. Appl. Probab. 42:223–234, 2005): the distribution of the number of jobs in the system of a symmetric M/G/1 queue at a fixed time is independent of the service discipline if the system starts empty. Our derivations are based on a time-reversal argument for regenerative processes and a connection with a clearing model

First passage times to congested states of many-server systems in the Halfin-Whitt regime

We consider the heavy-traffic approximation to the $GI/M/s$ queueing system in the Halfin-Whitt regime, where both the number of servers $s$ and the arrival rate $\lambda$ grow large (taking the service rate as unity), with $\lambda=s-\beta\sqrt{s}$ and $\beta$ some constant. In this asymptotic regime, the queue length process can be approximated by a diffusion process that behaves like a Brownian motion with drift above zero and like an Ornstein-Uhlenbeck process below zero. We analyze the first passage times of this hybrid diffusion process to levels in the state space that represent congested states in the original queueing system