Lowest priority waiting time distribution in an accumulating priority Lévy queue

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• 作者：Offer Kella^a ; ^{offer.kella@huji.ac.il} ; Liron Ravner^b ; ^{lravner@post.tau.ac.il}
• 关键词：Priority queues ; Accumulating priority ; Lé ; vy driven queues ; Lé ; vy processes ; First passage time
• 刊名：Operations Research Letters
• 出版年：2017
• 出版时间：January 2017
• 年：2017
• 卷：45
• 期：1
• 页码：40-45
• 全文大小：391 K
• 卷排序：45

文摘

We derive the waiting time distribution of the lowest class in an accumulating priority (AP) queue with positive Lévy input. The priority of an infinitesimal customer (particle) is a function of their class and waiting time in the system, and the particles with the highest AP are the next to be processed. To this end we introduce a new method that relies on the construction of a workload overtaking process and solving a first-passage problem using an appropriate stopping time.