Heavy-traffic limits for many-server queues with service interruptions

  • Authors:
  • Guodong Pang;Ward Whitt

  • Affiliations:
  • IEOR Department, Columbia University, New York, USA;IEOR Department, Columbia University, New York, USA

  • Venue:
  • Queueing Systems: Theory and Applications
  • Year:
  • 2009

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Abstract

We establish many-server heavy-traffic limits for G/M/n+M queueing models, allowing customer abandonment (the +M), subject to exogenous regenerative service interruptions. With unscaled service interruption times, we obtain a FWLLN for the queue-length process, where the limit is an ordinary differential equation in a two-state random environment. With asymptotically negligible service interruptions, we obtain a FCLT for the queue-length process, where the limit is characterized as the pathwise unique solution to a stochastic integral equation with jumps. When the arrivals are renewal and the interruption cycle time is exponential, the limit is a Markov process, being a jump-diffusion process in the QED regime and an O---U process driven by a Levy process in the ED regime (and for infinite-server queues). A stochastic-decomposition property of the steady-state distribution of the limit process in the ED regime (and for infinite-server queues) is obtained.