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Two-Class Priority Queueing System with State-Dependent Arrivals
Authors:Bitran  Gabriel  Caldentey  René
Institution:(1) Sloan School of Management, MIT, Cambridge, MA 02139, USA;(2) Stern School of Business, New York University, New York, 10012, USA
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.
Keywords:birth–  death queue  priority queue  waiting time and output process approximations
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