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International Journal of Stochastic Analysis
Article . 1999 . Peer-reviewed
License: CC BY
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Article . 1999
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A diffusion model for two parallel queues with processor sharing: transient behavior and asymptotics

A diffusion model for two parallel queues with processor sharing: Transient behavior and asymptotics
Authors: Knessl, Charles;

A diffusion model for two parallel queues with processor sharing: transient behavior and asymptotics

Abstract

We consider two identical, parallel M/M/1 queues. Both queues are fed by a Poisson arrival stream of rate λ and have service rates equal to μ. When both queues are non‐empty, the two systems behave independently of each other. However, when one of the queues becomes empty, the corresponding server helps in the other queue. This is called head-of-the-line processor sharing. We study this model in the heavy traffic limit, where ρ = λ/μ → 1. We formulate the heavy traffic diffusion approximation and explicitly compute the time‐dependent probability of the diffusion approximation to the joint queue length process. We then evaluate the solution asymptotically for large values of space and/or time. This leads to simple expressions that show how the process achieves its stead state and other transient aspects.

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Keywords

parallel M/M/1 queues, large-deviation behaviour, Queues and service in operations research, Diffusion processes, Queueing theory (aspects of probability theory), heavy traffic limit, forward Kolmogorov equation

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Average
Average
Average
gold