Diffusion Approximations for Double-ended Queues with Reneging in Heavy Traffic
15 Jul 2016
•
Liu Xin
We study a double-ended queue which consists of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and
leave the system immediately...The matching follows first-come-first-serve
principle. If a customer from one class cannot be matched immediately, he/she
will stay in a queue and wait for the upcoming arrivals from the other class. Thus there cannot be non-zero numbers of customers from both classes
simultaneously in the system. We also assume that each customer can leave the
queue without being matched because of impatience. The arrival processes are
assumed to be independent renewal processes, and the patience times for both
classes are generally distributed. Under suitable heavy traffic conditions,
assuming that the diffusion-scaled queue length process is stochastically
bounded, we establish a simple asymptotic relationship between the
diffusion-scaled queue length process and the diffusion-scaled offered waiting
time process, and further show that the diffusion-scaled queue length process
converges weakly to a diffusion process. We also provide a sufficient condition
for the stochastic boundedness of the diffusion-scaled queue length process. At
last, the explicit form of the stationary distribution of the limit diffusion
process is derived.(read more)