Stationary distribution convergence of the offered waiting processes in heavy traffic under general patience time scaling
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.
- Stationary distribution convergence of the offered waiting processes for \(GI/GI/1+GI\) queues in heavy traffic
- Convergence of a queueing system in heavy traffic with general patience-time distributions
- A note on properties of stationary waiting time distribution and its heavy traffic limit
- Stationary distribution convergence for a multiclass single-server queue in heavy traffic
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- Stationary distribution convergence for generalized Jackson networks in heavy traffic
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- A unified approach to diffusion analysis of queues with general patience-time distributions
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- Convergence of a queueing system in heavy traffic with general patience-time distributions
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- scientific article; zbMATH DE number 1631026 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Justifying diffusion approximations for multiclass queueing networks under a moment condition
- Single-server queues with impatient customers
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- Stability of queueing networks
- State space collapse with application to heavy traffic limits for multiclass queueing networks
- Stationary distribution convergence for generalized Jackson networks in heavy traffic
- Stationary distribution convergence of the offered waiting processes for \(GI/GI/1+GI\) queues in heavy traffic
- Stochastic-Process Limits
- Transform methods for heavy-traffic analysis
- Validity of heavy traffic steady-state approximations in generalized Jackson networks
- On weak convergence of long-range-dependent traffic processes.
- Stationary distribution convergence of the offered waiting processes for \(GI/GI/1+GI\) queues in heavy traffic
- Approximating the GI/GI/1+GI queue with a nonlinear drift diffusion: hazard rate scaling in heavy traffic
- Validity of heavy-traffic steady-state approximations in many-server queues with abandonment
- Tightness of the stationary waiting time in heavy traffic
- Stationary distribution convergence for a multiclass single-server queue in heavy traffic
- Convergence of a queueing system in heavy traffic with general patience-time distributions
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