Asymptotic approximations for stationary distributions of many-server queues with abandonment (Q417069): Difference between revisions

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 \(N \to \infty \).