Heavy-Traffic Limits for the G/H2*/n/m Queue

  • Authors:
  • Ward Whitt

  • Affiliations:
  • -

  • Venue:
  • Mathematics of Operations Research
  • Year:
  • 2005

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Abstract

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