A queueing model with independent arrivals, and its fluid and diffusion limits

DOI10.1007/S11134-014-9428-4zbMATH Open1319.60174arXiv1206.0720OpenAlexW3102941832MaRDI QIDQ2352995FDOQ2352995

Harsha Honnappa, Amy R. Ward, Rahul Jain

Publication date: 7 July 2015

Published in: Queueing Systems (Search for Journal in Brave)

Abstract: We introduce the {Delta}(i)/GI/1 queue, a new queueing model. In this model, customers from a given population independently sample a time to arrive from some given distribution F. Thus, the arrival times are an ordered statistics, and the inter-arrival times are differences of consecutive ordered statistics. They are served by a single server which provides service according to a general distribution G, with independent service times. The exact model is analytically intractable. Thus, we develop fluid and diffusion limits for the various stochastic processes, and performance metrics. The fluid limit of the queue length is observed to be a reflected process, while the diffusion limit is observed to be a function of a Brownian motion and a Brownian bridge process, and is given by a 'netput' process and a directional derivative of the Skorokhod reflected fluid netput in the direction of a diffusion refinement of the netput process. We also observe what may be interpreted as a transient Little's law. Sample path analysis reveals various operating regimes where the diffusion limit switches between a free diffusion, a reflected diffusion process and the zero process, with possible discontinuities during regime switches. The weak convergence is established in the M1 topology, and it is also shown that this is not possible in the J1 topology.

Full work available at URL: https://arxiv.org/abs/1206.0720

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zbMATH Keywords

directional derivatives\(M_1\) topologydiffusion limitsfluid limitsdistributional approximationstransient queueing systems

Mathematics Subject Classification ID

Diffusion processes (60J60) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

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Cited In (18)

• An alternative approach to heavy-traffic limits for finite-pool queues
• Strong Embeddings for Transitory Queueing Models
• Subdiffusive Load Balancing in Time-Varying Queueing Systems
• Queues with path-dependent arrival processes
• A Data-Driven Model of an Appointment-Generated Arrival Process at an Outpatient Clinic
• Rare events of transitory queues
• Heavy-Traffic Analysis Through Uniform Acceleration of Queues with Diminishing Populations
• Equilibrium arrival times to a queue with order penalties
• Infinite server queues in a random fast oscillatory environment
• Finite-pool queueing with heavy-tailed services
• On directional derivatives of Skorokhod maps in convex polyhedral domains
• Heavy-traffic limits for a single-server queue leading up to a critical point
• A many-server functional strong law for a non-stationary loss model
• Asymptotically Optimal Appointment Schedules
• Fluid and diffusion limits for queues in slowly changing environments
• Using Robust Queueing to Expose the Impact of Dependence in Single-Server Queues
• Weighted Dyck paths and nonstationary queues
• Big Jobs Arrive Early: From Critical Queues to Random Graphs

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