Two-parameter heavy-traffic limits for infinite-server queues

  • Authors:
  • Guodong Pang;Ward Whitt

  • Affiliations:
  • Department of Industrial Engineering and Operations Research, Columbia University, New York, USA 10027-6699;Department of Industrial Engineering and Operations Research, Columbia University, New York, USA 10027-6699

  • Venue:
  • Queueing Systems: Theory and Applications
  • Year:
  • 2010

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Abstract

In order to obtain Markov heavy-traffic approximations for infinite-server queues with general non-exponential service-time distributions and general arrival processes, possibly with time-varying arrival rates, we establish heavy-traffic limits for two-parameter stochastic processes. We consider the random variables Q e (t,y) and Q r (t,y) representing the number of customers in the system at time t that have elapsed service times less than or equal to time y, or residual service times strictly greater than y. We also consider W r (t,y) representing the total amount of work in service time remaining to be done at time t+y for customers in the system at time t. The two-parameter stochastic-process limits in the space D([0,驴),D) of D-valued functions in D draw on, and extend, previous heavy-traffic limits by Glynn and Whitt (Adv. Appl. Probab. 23, 188---209, 1991), where the case of discrete service-time distributions was treated, and Krichagina and Puhalskii (Queueing Syst. 25, 235---280, 1997), where it was shown that the variability of service times is captured by the Kiefer process with second argument set equal to the service-time c.d.f.