Workload in queues having priorities assigned according to service time (Q1183677)

Paper considers a \(G/GI/1\) queue, where arriving customers are divided into \(c\) priority classes according to their service times. The arrivals form a stationary point process and the server operates in a pre- emptive/resume fashion. The service times are drawn from a distribution \(G(.)\), which has at least \(c\) points of increase; these points serve to divide the customers into the different priority classes. The server works at queue 1 as long as queue 1 is not empty and works at \(J\), \(J=2,3,\dots,c\), as long as queues \(1,2,\dots,J-1\) are empty and \(J\) is not empty. Using martingale calculus, the authors determine the multivariate generating function characterizing the joint workload among the priority classes and obtain the proportion of time the server spends working in the \(k\)th queue, and a Pollaczek-Khintchine type formula that relates the stationary mean workload in the \(k\)th queue to its Palm measure. In deriving these results they assume that the moments under consideration exist and the order of differentiation and integration may be freely exchanged.