Asymptotic approximations for stationary distributions of many-server queues with abandonment (Q417069): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / review text | |||
An \(N\)-server queueing system is considered in which customers arrive according to a renewal process and have independent and identically distributed (i.i.d.) service requirements with finite means and also carry i.i.d. patience times with another general distribution. Customers enter service in the order of arrival as soon as an idle server is available, the service is nonpreemptive, and customers abandon the queue if the time spent waiting in queue reaches the patience time. The state of the system is represented by a four component process \({Y^{(N)}}\), consisting of the forward recurrence time process associated with the renewal arrival process, a measure-valued process that keeps track of the waiting times of customers in queue, another measure-valued process that encodes the times elapsed since customers have entered the system (for all customers for which this time has not yet exceeded their patience times) and a real-values process that keeps track of the total number of customers in the system. It is shown that \({Y^{(N)}}\) is a Feller, strong Markov process and has a stationary distribution. Under an additional assumption, uniqueness of the stationary distribution and ergodicity of \({Y^{(N)}}\) are also established. The main result shows that under fairly general assumptions the sequence of stationary distributions is tight and that any subsequential limit is an invariant state for the fluid limit as \(N \to \infty \). | |||
Property / review text: An \(N\)-server queueing system is considered in which customers arrive according to a renewal process and have independent and identically distributed (i.i.d.) service requirements with finite means and also carry i.i.d. patience times with another general distribution. Customers enter service in the order of arrival as soon as an idle server is available, the service is nonpreemptive, and customers abandon the queue if the time spent waiting in queue reaches the patience time. The state of the system is represented by a four component process \({Y^{(N)}}\), consisting of the forward recurrence time process associated with the renewal arrival process, a measure-valued process that keeps track of the waiting times of customers in queue, another measure-valued process that encodes the times elapsed since customers have entered the system (for all customers for which this time has not yet exceeded their patience times) and a real-values process that keeps track of the total number of customers in the system. It is shown that \({Y^{(N)}}\) is a Feller, strong Markov process and has a stationary distribution. Under an additional assumption, uniqueness of the stationary distribution and ergodicity of \({Y^{(N)}}\) are also established. The main result shows that under fairly general assumptions the sequence of stationary distributions is tight and that any subsequential limit is an invariant state for the fluid limit as \(N \to \infty \). / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: Oleg K. Zakusilo / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60K25 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 68M20 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90B22 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60F99 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6034162 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
multi-server queues | |||
Property / zbMATH Keywords: multi-server queues / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
stationary distribution | |||
Property / zbMATH Keywords: stationary distribution / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
ergodicity | |||
Property / zbMATH Keywords: ergodicity / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
measure-valued processes | |||
Property / zbMATH Keywords: measure-valued processes / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
abandonment | |||
Property / zbMATH Keywords: abandonment / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
reneging | |||
Property / zbMATH Keywords: reneging / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
mean-field limits | |||
Property / zbMATH Keywords: mean-field limits / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
call centers | |||
Property / zbMATH Keywords: call centers / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 1003.3373 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Applied Probability and Queues / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4322818 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3328223 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Queueing Theory / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Statistical Analysis of a Telephone Call Center / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Ergodicity for Infinite Dimensional Systems / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3321206 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Steady-state analysis of a multiserver queue in the Halfin-Whitt regime / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Validity of heavy traffic steady-state approximations in generalized Jackson networks / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Heavy-Traffic Limits for Queues with Many Exponential Servers / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3378427 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Heavy traffic limits for queues with many deterministic servers / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4114580 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Fluid limits of many-server queues with reneging / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: SPDE limits of many-server queues / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Law of large numbers limits for many-server queues / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On the Theory of Queues With Many Servers / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A Proof for the Queuing Formula: <i>L</i> = λ<i>W</i> / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Stability of Markovian processes II: continuous-time processes and sampled chains / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5533878 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Fluid Models for Multiserver Queues with Abandonments / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Call centers with impatient customers: Many-server asymptotics of the M/M/\(n+G\) queue / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 04:25, 5 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic approximations for stationary distributions of many-server queues with abandonment |
scientific article |
Statements
Asymptotic approximations for stationary distributions of many-server queues with abandonment (English)
0 references
13 May 2012
0 references
An \(N\)-server queueing system is considered in which customers arrive according to a renewal process and have independent and identically distributed (i.i.d.) service requirements with finite means and also carry i.i.d. patience times with another general distribution. Customers enter service in the order of arrival as soon as an idle server is available, the service is nonpreemptive, and customers abandon the queue if the time spent waiting in queue reaches the patience time. The state of the system is represented by a four component process \({Y^{(N)}}\), consisting of the forward recurrence time process associated with the renewal arrival process, a measure-valued process that keeps track of the waiting times of customers in queue, another measure-valued process that encodes the times elapsed since customers have entered the system (for all customers for which this time has not yet exceeded their patience times) and a real-values process that keeps track of the total number of customers in the system. It is shown that \({Y^{(N)}}\) is a Feller, strong Markov process and has a stationary distribution. Under an additional assumption, uniqueness of the stationary distribution and ergodicity of \({Y^{(N)}}\) are also established. The main result shows that under fairly general assumptions the sequence of stationary distributions is tight and that any subsequential limit is an invariant state for the fluid limit as \(N \to \infty \).
0 references
multi-server queues
0 references
stationary distribution
0 references
ergodicity
0 references
measure-valued processes
0 references
abandonment
0 references
reneging
0 references
mean-field limits
0 references
call centers
0 references