Mathematics – Probability
Scientific paper
2006-04-10
Mathematics of Operations Research, 33(2):375-402, May 2008
Mathematics
Probability
Scientific paper
We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by measure valued Markov processes on R^2\_+. A scaling procedure that gives rise to a fluid model with a nontrivial, yet tractable steady state behavior, is presented. This fluid model model captures many essential features of the underlying stochastic model, and it is used to analyze the impact of impatience in processor sharing queues.
Gromoll Christian H.
Robert Philippe
Zwart Bert
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