Heavy-Traffic Limits for the G/H2*/n/mQueue

Heavy-Traffic Limits for the G/H2*/n/mQueue
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G/H2*/n/mQueue 的大流量限制

DOI:
10.1287/moor.1040.0119
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发表时间:
2005
期刊:
Math. Oper. Res.
影响因子:
--
通讯作者:
W. Whitt
W. Whitt
中科院分区:
--
文献类型:
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作者:
W. Whitt

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我们为带有服务器和额外等待空间的Gi/gi/n/m排队模型中的排队长度,等待时间和溢出随机过程建立了繁重的随机过程限制。我们让到达过程是一般的,只需要满足功能中心限制定理。为了捕获超出其在马尔可夫框架内的平均值之外的服务时间分配的影响,我们考虑了一个特殊的服务时间分布(表示为byh2*),它们是指数分布与概率的混合物,概率为0概率1- p。这些服务时间分布具有相对较高的变异性,其平方系数的变异系数大于或等于一个。与Halfin和Whitt(1981年,许多指数服务器的排队限制,per。29567-588),Puhalskii和Reiman(2000 Appl。 (2002年。与不耐烦的客户一起设计呼叫中心。制造服务操作。管理,4 208-227),我们考虑了一系列由服务器数量,N和Letn倾向于无限的排队模型,以及交通强度吗? nso v n(1-?n)?for -8 << 8。要处理有限的候诊室,我们让N v n? ?对于0 <? <8。使用SpecialH2*服务时间分布,极限过程是一维的Markov过程,在两个不同区域中的扩散过程中的表现为具有不同的漂移和扩散函数的扩散过程,在零以上和以下。我们还建立了具有指数级客户放弃的theg/m/m/n/m+ m型号的限制。
We establish heavy-traffic stochastic-process limits for queue-length, waiting-time and overflow stochastic processes in a class ofG/GI/n/m queueing models withn servers andm extra waiting spaces. We let the arrival process be general, only requiring that it satisfy a functional central limit theorem. To capture the impact of the service-time distribution beyond its mean within a Markovian framework, we consider a special class of service-time distributions, denoted byH2*, which are mixtures of an exponential distribution with probabilityp and a unit point mass at 0 with probability 1- p. These service-time distributions exhibit relatively high variability, having squared coefficients of variation greater than or equal to one. As in Halfin and Whitt (1981, Heavy-traffic limits for queues with many exponential servers,Oper. Res.29 567-588), Puhalskii and Reiman (2000, The multiclassGI/PH/N queue in the Halfin-Whitt regime.Adv. Appl. Probab.32 564-595), and Garnett, Mandelbaum, and Reiman (2002. Designing a call center with impatient customers.Manufacturing Service Oper. Management,4 208-227), we consider a sequence of queueing models indexed by the number of servers,n, and letn tend to infinity along with the traffic intensities ? nso that v n (1 - ? n ) ?for -8 << 8. To treat finite waiting rooms, we letm n v n ? ? for 0 < ? < 8. With the specialH2* service-time distribution, the limit processes are one-dimensional Markov processes, behaving like diffusion processes with different drift and diffusion functions in two different regions, above and below zero. We also establish a limit for theG/M/n/m+ M model, having exponential customer abandonments.