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.
Original language | English (US) |
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Pages (from-to) | 167-202 |
Number of pages | 36 |
Journal | Queueing Systems |
Volume | 61 |
Issue number | 2-3 |
DOIs | |
State | Published - Mar 2009 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Computer Science Applications
- Management Science and Operations Research
- Computational Theory and Mathematics