Exact tail asymptotics in a priority queue–characterizations of the preemptive model

In this paper, we consider the classical preemptive priority queueing system with two classes of independent Poisson customers and a single exponential server serving the two classes of customers at possibly different rates. For this system, we carry out a detailed analysis on exact tail asymptotics for the joint stationary distribution of the queue length of the two classes of customers, for the two marginal distributions and for the distribution of the total number of customers in the system, respectively. A complete characterization of the regions of system parameters for exact tail asymptotics is obtained through analysis of generating functions. This characterization has never before been completed. It is interesting to note that the exact tail asymptotics along the high-priority queue direction is of a new form that does not fall within the three types of exact tail asymptotics characterized by various methods for this type of two-dimensional system reported in the literature. We expect that the method employed in this paper can also be applied to the exact tail asymptotic analysis for the non-preemptive priority queueing model, among other possibilities.