Diffusion approximation of the stationary distribution of a two-level single server queue
diffusion approximationheavy trafficPalm distributionsingle server queuestationary distributionstochastic integral equation
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic integral equations (60H20) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Queues and service in operations research (90B22)
The paper under review studies a single server queue that has a threshold to change its arrival process and service rate by its queue length. Namely, customers arrive subject to a renewal process as long as its queue length (including a customer being served) is less than threshold \(\ell_1\), while it is changed to another renewal process otherwise. The service speed is changed similarly but in a slightly different way. That is, the service speed is constant when the queue length is not greater than the threshold, while it is another constant otherwise. The author assumes that customers are served in the first-come-first-served manner, and the amounts of work that are brought by them are independent and identically distributed (i.i.d.) and independent of the arrival process. This model is motivated by an energy saving problem for a single server queue whose arrival process and service speed are controlled. To obtain its performance in tractable form, the author studies the limit of the stationary distribution of the queue length in this two-level queue under scaling in heavy traffic. Except for a special case, this limit corresponds to its diffusion approximation. It is shown that this limiting distribution is truncated exponential (or uniform if the drift is null) below the threshold level and exponential above it under suitably chosen system parameters and generally distributed interarrival times and workloads brought by customers. \N\NThis result is proved under a mild limitation on arrival parameters using the so-called basic adjoint relationship (BAR) approach studied in [\textit{A. Braverman} et al., Stoch. Syst. 7, No. 1, 143--196 (2017; Zbl 1370.60162); Stoch. Syst. 15, No. 1, 1--49 (2025; Zbl 1560.60150)] and [\textit{M. Miyazawa}, Adv. Appl. Probab. 49, No. 1, 182--220 (2017; Zbl 1425.60078); Queueing Syst. 108, No. 3--4, 253--273 (2024; Zbl 1553.60160)]. The author also intuitively discusses a diffusion process corresponding to the limit of the stationary distribution under scaling.
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