Stationary distribution convergence of the offered waiting processes in heavy traffic under general patience time scaling (Q2070679)

The paper under review studies a sequence of single server queues with customer abandonments \((G I /G I /1+ G I)\) under the heavy traffic condition. The patience time distributions of customers vary with the sequence. This construction admits a large number of applications. It is known from the earlier publications of \textit{C. Lee} and \textit{A. Weerasinghe} [Stochastic Processes Appl. 121, No. 11, 2507--2552 (2011; Zbl 1230.60098)] and \textit{J. E. Reed} and \textit{A. R. Ward} [Math. Oper. Res. 33, No. 3, 606--644 (2008; Zbl 1231.90142)] that the sequence of scaled offered waiting time processes converges weakly to a reflecting diffusion process with nonlinear drift, as the traffic intensity approaches one. In this paper, the authors show that the sequence of stationary distributions and moments of the offered waiting times, with diffusion scaling, converge to those of the limiting diffusion process. This justifies the stationary performance of the diffusion limit as valid approximation for the stationary performance of the \(GI /GI /1+GI\) queue. The authors also derive the approximation for the abandonment probability of the \(G I /G I /1 + G I\) queue in the stationary regime.