Asymptotic analysis of a storage allocation model with finite capacity: joint distribution (Q1748479)

Summary: We consider a storage allocation model with a finite number of storage spaces. There are \(m\) primary spaces and \(R\) secondary spaces. All of them are numbered and ranked. Customers arrive according to a Poisson process and occupy a space for an exponentially distributed time period, and a new arrival takes the lowest ranked available space. We let \(N_1\) and \(N_2\) denote the numbers of occupied primary and secondary spaces and study the joint distribution \(\mathrm{Prob} [N_1 = k, N_2 = r]\) in the steady state. The joint process \((N_1, N_2)\) behaves as a random walk in a lattice rectangle. We study the problem asymptotically as the Poisson arrival rate \(\lambda\) becomes large, and the storage capacities \(m\) and \(R\) are scaled to be commensurably large. We use a singular perturbation analysis to approximate the forward Kolmogorov equation(s) satisfied by the joint distribution.