Two-Class Priority Queueing System with State-Dependent Arrivals

Authors:
Gabriel Bitran;René Caldentey
Affiliations:
Sloan School of Management, MIT, Cambridge, MA 02139, USA gbitran@mit.edu;Stern School of Business, New York University, New York 10012, USA rcaldent@stern.nyu.edu
Venue:
Queueing Systems: Theory and Applications
Year:
2002

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Abstract

In this paper, we present a performance analysis of a 2-dimensional preemptive priority queueing system with state-dependent arrivals. Using a Markovian formulation we first compute the steady state distribution for the queue length of both classes. Then, waiting times and busy periods are characterized through (i) first and second moments and (ii) the approximation of their cumulative distribution functions (cdf) and Laplace–Stieltjes transforms (LST). We derive these approximations connecting bounds in the Laplace domain with bounds on the original time domain. We also, study the behavior of the inter-departure time for each class. Finally, we conclude the paper with a set of computational experiments testing our results.