Analysis of a two-class single-server discrete-time FCFS queue: the effect of interclass correlation

In this paper, we study a discrete-time queueing system with one server and two classes of customers. Customers enter the system according to a general independent arrival process. The classes of consecutive customers, however, are correlated in a Markovian way. The system uses a “global FCFS” service discipline, i.e., all arriving customers are accommodated in one single FCFS queue, regardless of their classes. The service-time distribution of the customers is general but class-dependent, and therefore, the exact order in which the customers of both classes succeed each other in the arrival stream is important, which is reflected by the complexity of the system content and waiting time analysis presented in this paper. In particular, a detailed waiting time analysis of this kind of multi-class system has not yet been published, and is considered to be one of the main novelties by the authors. In addition to that, a major aim of the paper is to estimate the impact of interclass correlation in the arrival stream on the total number of customers in the system, and the customer delay. The results reveal that the system can exhibit two different classes of stochastic equilibrium: a “strong” equilibrium where both customer classes give rise to stable behavior individually, and a “compensated” equilibrium where one customer type creates overload.