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Delay analysis of a two-class priority queue with external arrivals and correlated arrivals from another node

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  • Sofian De Clercq

    (Ghent University - UGent)

  • Joris Walraevens

    (Ghent University - UGent)

Abstract

Calculation of the delay distribution of (low-priority) customers in priority queues is difficult, especially when the arrival process is correlated. In this paper, we find the generating functions of the delays of high- and low-priority customers in a discrete-time queue where the arrivals are generated by a superposition of two processes, an independent one and a correlated one that can bring an extra customer in the buffer during a slot. The latter process can be seen as a simplified model for the output process of another priority queue. As a consequence, our results can be used to estimate the delay in the second stage of a tandem queueing system with an extra exogenous arrival process. A tandem priority queue is not of product-form type and its analysis is known to be a hard problem. This paper can lead to a first approximate analysis that can later be extended to incorporate the correlation in the output process of a priority queue more accurately.

Suggested Citation

  • Sofian De Clercq & Joris Walraevens, 2020. "Delay analysis of a two-class priority queue with external arrivals and correlated arrivals from another node," Annals of Operations Research, Springer, vol. 293(1), pages 57-72, October.
    • Handle: RePEc:spr:annopr:v:293:y:2020:i:1:d:10.1007_s10479-020-03548-1
    DOI: 10.1007/s10479-020-03548-1
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    References listed on IDEAS

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    7. Walraevens, Joris & Fiems, Dieter & Wittevrongel, Sabine & Bruneel, Herwig, 2009. "Calculation of output characteristics of a priority queue through a busy period analysis," European Journal of Operational Research, Elsevier, vol. 198(3), pages 891-898, November.
    8. van Vianen, L.A. & Gabor, A.F. & van Ommeren, J.C.W., 2016. "Waiting times in classical priority queues via elementary lattice path counting," Econometric Institute Research Papers EI2016-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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    Cited by:

    1. Herwig Bruneel & Arnaud Devos, 2024. "Explicit Solutions for Coupled Parallel Queues," Mathematics, MDPI, vol. 12(15), pages 1-31, July.

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