Asymptotic approximations for stationary distributions of many-server queues with abandonment

By Weining Kang, Kavita Ramanan. 2010

55 citations recorded by the source corpus.

A many-server queueing system is considered in which customers arrive according to a renewal process and have service and patience times that are drawn from two independent sequences of independent, identically distributed random variables. Customers enter service in the order of arrival and are assumed to abandon the queue if the waiting time in queue exceeds the patience time. The state of the system with $N$ servers is represented by a four-component process that consists of the forward recurrence time of the arrival process, a pair of measure-valued processes, one that keeps track of the waiting times of customers in queue and the other that keeps track of the amounts of time customers present in the system have been in service and a real-valued process that represents the total number of customers in the system. Under general assumptions, it is shown that the state process is a Feller process, admits a stationary distribution and is ergodic. It is also shown that the associated sequence of scaled stationary distributions is tight, and that any subsequence converges to an invariant state for the fluid limit. In particular, this implies that when the associated fluid limit has a unique invariant state, then the sequence of stationary distributions converges, as $N\rightarrow \infty$, to the invariant state. In addition, a simple example is given to illustrate that, both in the presence and absence of abandonments, the $N\rightarrow \infty$ and $t\rightarrow \infty$ limits cannot always be interchanged.

Subfields: Management Information Systems, Management Science and Operations Research, Safety, Risk, Reliability and Quality

View Paper: https://www.semanticscholar.org/paper/3b9e549d535c62e08cd2702f6fb6876a61441aad

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Information Systems

1. Kavita Ramanan
2. Haya Kaspi
3. Weining Kang
4. Josh E. Reed

In Management Science and Operations Research

1. Kavita Ramanan
2. Haya Kaspi
3. Weining Kang
4. Josh E. Reed
5. Radosław Adamczak
6. Daniel Paulin

In Safety, Risk, Reliability and Quality

1. Haya Kaspi
2. Kavita Ramanan

Citations in the corpus

• SPDE Limits of Many Server Queues (2010, methodology): “A complete characterization of the invariant manifold of the fluid in the presence of abandonments can be found in [20].”