Diffusion models for double-ended queues with renewal arrival processes

Diffusion models for double-ended queues with renewal arrival processes

We study a double-ended queue where buyers and sellers arrive to conduct trades. When there is a pair of buyer and seller in the system, they immediately transact a trade and leave. Thus there cannot be a non-zero number of buyers and sellers simultaneously in the system. We assume that sellers and...

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Bibliographic Details
Main Authors: Xin Liu, Qi Gong, Vidyadhar G. Kulkarni
Format: Article
Language:English
Published: Institute for Operations Research and the Management Sciences (INFORMS) 2015-12-01
Series:Stochastic Systems
Subjects:
Double-ended queue
customer abandonment
fluid approximation
diffusion approximation
asymmetric O-U process
limiting distribution
stationary distribution
heavy traffic
Online Access:http://www.i-journals.org/ssy/viewarticle.php?id=113&layout=abstract

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http://www.i-journals.org/ssy/viewarticle.php?id=113&layout=abstract

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