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Diffusion approximations for double-ended queues with reneging in heavy traffic

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  • Xin Liu

    (Clemson University)

Abstract

We study a double-ended queue consisting of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and leave the system. The matching is instantaneous following the first-come–first-match principle. If a customer cannot be matched immediately, he/she will stay in a queue. We also assume customers are impatient with generally distributed patience times. Under suitable heavy traffic conditions, we establish simple linear asymptotic relationships between the diffusion-scaled queue length process and the diffusion-scaled offered waiting time processes and show that the diffusion-scaled queue length process converges weakly to a diffusion process that admits a unique stationary distribution.

Suggested Citation

  • Xin Liu, 2019. "Diffusion approximations for double-ended queues with reneging in heavy traffic," Queueing Systems: Theory and Applications, Springer, vol. 91(1), pages 49-87, February.
    • Handle: RePEc:spr:queues:v:91:y:2019:i:1:d:10.1007_s11134-018-9589-7
    DOI: 10.1007/s11134-018-9589-7
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    References listed on IDEAS

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    1. J. E. Reed & Amy R. Ward, 2008. "Approximating the GI/GI/1+GI Queue with a Nonlinear Drift Diffusion: Hazard Rate Scaling in Heavy Traffic," Mathematics of Operations Research, INFORMS, vol. 33(3), pages 606-644, August.
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    Cited by:

    1. Heng-Li Liu & Quan-Lin Li, 2023. "Matched Queues with Flexible and Impatient Customers," Methodology and Computing in Applied Probability, Springer, vol. 25(1), pages 1-26, March.

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