Many-Server Heavy-Traffic Limits for Queueing Systems with Perfectly Correlated Service and Patience Times

Lun Yu () and Ohad Perry ()
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Lun Yu: Department of Industrial Engineering, Tsinghua University, Beijing 100084, P. R. China
Ohad Perry: Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, Illinois 60208

Mathematics of Operations Research, 2023, vol. 48, issue 2, 1119-1157

Abstract: We characterize heavy-traffic process and steady-state limits for systems staffed according to the square-root safety rule, when the service requirements of the customers are perfectly correlated with their individual patience for waiting in queue. Under the usual many-server diffusion scaling, we show that the system is asymptotically equivalent to a system with no abandonment. In particular, the limit is the Halfin-Whitt diffusion for the M / M / n queue when the traffic intensity approaches its critical value 1 from below, and is otherwise a transient diffusion, despite the fact that the prelimit is positive recurrent. To obtain a refined measure of the congestion due to the correlation, we characterize a lower-order fluid (LOF) limit for the case in which the diffusion limit is transient, demonstrating that the queue in this case scales like n 3 / 4 . Under both the diffusion and LOF scalings, we show that the stationary distributions converge weakly to the time-limiting behavior of the corresponding process limit.

Keywords: 60K25; 90B22; many-server queues; square-root staffing; correlated service and patience; fluid limits; diffusion limits (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:inm:ormoor:v:48:y:2023:i:2:p:1119-1157

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