Heavily loaded queue coupled to two underloaded queues (Q607813)

The paper studies a system of three parallel infinite capacity queues. The first of them is a primary queue labeled 0, two others are secondary queues labeled 1 and 2. Arrivals of jobs at the queue \(i\) is Poisson with rate \(\lambda_i\) (\(i=0,1,2\)), and the service times of jobs are exponentially distributed. If queues 1 and 2 both are busy, then the service rate for queue 0 is \(\mu_0<\lambda_0\). If the queue \(i\) is empty and the queue \(3-i\) is busy (\(i=1,2\)), then the service rate for queue 0 is \(\mu_0+\kappa_i\). If both of queues 1 and 2 are empty, then the service rate for queue 0 is \(\mu_0+\kappa_{12}\). (The parameters \(\kappa_1\), \(\kappa_2\) and \(\kappa_{12}\) are assumed to be nonnegative.) The service rate for the queue \(i\) is \(\mu_i\) (\(i=1,2\)) when queue 0 is busy, and it is assumed that \(\lambda_i<\mu_i\); so when queue 0 is busy, queues 1 and 2 are underloaded. As well, it is assumed that queue 0 is heavily loaded with \(\lambda_0(1+\delta)=\mu_0+\chi\), where \(\delta\) is a small parameter and \[ \chi=\left(1-\frac{\lambda_1}{\mu_1}\right)\frac{\lambda_2}{\mu_2}\kappa_1+ \left(1-\frac{\lambda_2}{\mu_2}\right)\frac{\lambda_1}{\mu_1}\kappa_2+ \left(1-\frac{\lambda_1}{\mu_1}\right)\left(1-\frac{\lambda_2}{\mu_2}\right)\kappa_{12}. \] The paper derives the lowest order asymptotic approximation to the joint stationary distribution of the queue lengths, in terms of the parameter \(\delta\). It is shown, that the queue lengths are asymptotically independent, and the underloaded queues and heavily loaded queue have geometrically distributed and, in a suitable scale, exponentially distributed lengths, respectively. The expression for the exponential decay rate for the heavily loaded queue involves the solution to an inhomogeneous linear functional equation. For this decay rate, explicit results are obtained in the case when both of the underloaded queues have vastly different arrival and service rates.