Diffusion approximations for double-ended queues with reneging in heavy traffic (Q2326229)

The system under consideration consists of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and leave the system immediately. The matching follows the first-come-first-match principle. If a customer from one class cannot be matched immediately, he/she will stay in a queue and wait for the upcoming arrivals from the other class. Thus the system is either empty or all customers present in it belong to the same class. Customers are impatient, and they can leave the system without being matched. The arrival processes are independent renewal processes, and the patience times for customers of each class are independent and identically distributed with a general distribution. The author imposes a suitable heavy traffic condition and a mild condition on patience time distributions, and establishes simple asymptotic linear relationships between the diffusion-scaled queue length process and the diffusion-scaled offered waiting time processes and shows that the diffusion-scaled queue length process converges weakly to a diffusion process. Finally, the unique stationary distribution of the diffusion limit is derived.