8 research outputs found
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 queueing system in the Halfin-Whitt regime, where both the number of servers and the arrival rate grow large (taking the service rate as unity), with and 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