In the paper, we consider a queuing system with n types of customers. We assume that each customer arrives at the queue according to a renewal process and takes a random resource amount, independent of their service time. We write Kolmogorov integro-differential equation, which, in general, cannot be analytically solved. Hence, we look for the solution under the condition of infinitely growing a service time, and we obtain multi-dimensional asymptotic approximations. We show that the n-dimensional probability distribution of the total resource amounts is asymptotically Gaussian, and we look at its accuracy via Kolmogorov distance.

Heterogeneous system GI/GI(n)/∞ with random customers capacities

Pagano M.;
2020-01-01

Abstract

In the paper, we consider a queuing system with n types of customers. We assume that each customer arrives at the queue according to a renewal process and takes a random resource amount, independent of their service time. We write Kolmogorov integro-differential equation, which, in general, cannot be analytically solved. Hence, we look for the solution under the condition of infinitely growing a service time, and we obtain multi-dimensional asymptotic approximations. We show that the n-dimensional probability distribution of the total resource amounts is asymptotically Gaussian, and we look at its accuracy via Kolmogorov distance.
2020
Lisovskaya, E.; Moiseeva, S.; Pagano, M.; Pankratova, E.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11568/1071749
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