Fluid limits of many-server queues with reneging (Q614122): Difference between revisions
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English | Fluid limits of many-server queues with reneging |
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Fluid limits of many-server queues with reneging (English)
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27 December 2010
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The present paper is an extension of [\textit{H. Kaspi} and \textit{K. Ramanan}, Ann. Appl. Probab. 21, No. 1, 33--114 (2011; Zbl 1208.60095)] that studied fluid limits of general many-server queues in the Halfin-Whitt regime. An extended model of the present paper includes inpatient customers with generally distributed impatience time and motivated by the models of call centers. Specifically, the paper studies a many-server queueing system where service times are independently and identically distributed (i.i.d) random variables, as well patience times are i.i.d. random variables. The customers enter the service in order of arrivals and abandon the system without service if the waiting time exceeds impatience time. Under the assumptions that service and reneging time have densities as both arrival rate and number of servers go to infinity, a fluid limit is established for this pair of processes. The limit is shown to be the unique solution of a coupled pair of deterministic integral equations and admits an explicit representation. In addition, a fluid limit for the virtual waiting time process is established.
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many-server queues
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GI/G/N queue
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fluid limits
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reneging
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abandonment
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strong law of large numbers
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measure-valued processes
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call centers
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