Fluid limits for overloaded multiclass FIFO single-server queues with general abandonment

We consider an overloaded multiclass nonidling first-in-first-outsingle-server queue with abandonment. The interarrival times, servicetimes, and deadline times are sequences of independent and identically,but generally distributed random variables. In prior work, Jennings andReed studied the workloa...

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Main Authors: Amber L. Puha, Otis B. Jennings
Format: Article
Language:English
Published: Institute for Operations Research and the Management Sciences (INFORMS) 2013-01-01
Series:Stochastic Systems
Subjects:
Online Access:http://www.i-journals.org/ssy/viewarticle.php?id=85&layout=abstract
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author Amber L. Puha
Otis B. Jennings
author_facet Amber L. Puha
Otis B. Jennings
author_sort Amber L. Puha
collection DOAJ
description We consider an overloaded multiclass nonidling first-in-first-outsingle-server queue with abandonment. The interarrival times, servicetimes, and deadline times are sequences of independent and identically,but generally distributed random variables. In prior work, Jennings andReed studied the workload process associated with this queue. Undermild conditions, they establish both a functional law of large numbersand a functional central limit theorem for this process. We build on thatwork here. For this, we consider a more detailed description of thesystem state given by <i>K</i> finite, nonnegative Borel measures on thenonnegative quadrant, one for each job class. For each time and jobclass, the associated measure has a unit atom associated with each jobof that class in the system at the coordinates determined by what arereferred to as the residual virtual sojourn time and residual patiencetime of that job. Under mild conditions, we prove a functional law oflarge numbers for this measure-valued state descriptor. This yieldsapproximations for related processes such as the queue lengths andabandoning queue lengths. An interesting characteristic of theseapproximations is that they depend on the deadline distributions intheir entirety.
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spelling doaj.art-bfa8d9ea0c6946ba88f76aa1f0a9f2202022-12-22T03:32:04ZengInstitute for Operations Research and the Management Sciences (INFORMS)Stochastic Systems1946-52382013-01-0131262321Fluid limits for overloaded multiclass FIFO single-server queues with general abandonmentAmber L. PuhaOtis B. JenningsWe consider an overloaded multiclass nonidling first-in-first-outsingle-server queue with abandonment. The interarrival times, servicetimes, and deadline times are sequences of independent and identically,but generally distributed random variables. In prior work, Jennings andReed studied the workload process associated with this queue. Undermild conditions, they establish both a functional law of large numbersand a functional central limit theorem for this process. We build on thatwork here. For this, we consider a more detailed description of thesystem state given by <i>K</i> finite, nonnegative Borel measures on thenonnegative quadrant, one for each job class. For each time and jobclass, the associated measure has a unit atom associated with each jobof that class in the system at the coordinates determined by what arereferred to as the residual virtual sojourn time and residual patiencetime of that job. Under mild conditions, we prove a functional law oflarge numbers for this measure-valued state descriptor. This yieldsapproximations for related processes such as the queue lengths andabandoning queue lengths. An interesting characteristic of theseapproximations is that they depend on the deadline distributions intheir entirety.http://www.i-journals.org/ssy/viewarticle.php?id=85&layout=abstractOverloaded queueabandonmentfirst-in-first-outmulticlass queuemeasure-valued state descriptorqueue-length vectorfluid limitsfluid modelinvariant states
spellingShingle Amber L. Puha
Otis B. Jennings
Fluid limits for overloaded multiclass FIFO single-server queues with general abandonment
Stochastic Systems
Overloaded queue
abandonment
first-in-first-out
multiclass queue
measure-valued state descriptor
queue-length vector
fluid limits
fluid model
invariant states
title Fluid limits for overloaded multiclass FIFO single-server queues with general abandonment
title_full Fluid limits for overloaded multiclass FIFO single-server queues with general abandonment
title_fullStr Fluid limits for overloaded multiclass FIFO single-server queues with general abandonment
title_full_unstemmed Fluid limits for overloaded multiclass FIFO single-server queues with general abandonment
title_short Fluid limits for overloaded multiclass FIFO single-server queues with general abandonment
title_sort fluid limits for overloaded multiclass fifo single server queues with general abandonment
topic Overloaded queue
abandonment
first-in-first-out
multiclass queue
measure-valued state descriptor
queue-length vector
fluid limits
fluid model
invariant states
url http://www.i-journals.org/ssy/viewarticle.php?id=85&layout=abstract
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