The multiclass GI/PH/N queue in the Halfin–Whitt regime

The multiclass GI/PH/N queue in the Halfin–Whitt regime

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Article ID: iaor20012994
Country: United States
Volume: 32
Issue: 2
Start Page Number: 564
End Page Number: 595
Publication Date: Jun 2000
Journal: Advances in Applied Probability
Authors: ,
Keywords: call centres, GI/G/c queues
Abstract:

We consider a multiserver queue in the heavy-traffic regime introduced and studied by Halfin and Whitt who investigated the case of a single customer class with exponentially distributed service times. Our purpose is to extend their analysis to a system with multiple customer classes, priorities, and phase-type service distributions. We prove a weak convergence limit theorem showing that a properly defined and normalized queue length process converges to a particular K-dimensional diffusion process, where K is the number of phases in the service time distribution. We also show that a properly normalized waiting time process converges to a simple functional of the limit diffusion for the queue length.

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