Lowest priority waiting time distribution in an accumulating priority Lévy queue

Offer Kella; Liron Ravner

doi:10.1016/j.orl.2016.11.007

Lowest priority waiting time distribution in an accumulating priority Lévy queue

Research output: Contribution to journal › Article › peer-review

Abstract

We derive the waiting time distribution of the lowest class in an accumulating priority (AP) queue with positive Lévy input. The priority of an infinitesimal customer (particle) is a function of their class and waiting time in the system, and the particles with the highest AP are the next to be processed. To this end we introduce a new method that relies on the construction of a workload overtaking process and solving a first-passage problem using an appropriate stopping time.

Original language	English
Pages (from-to)	40-45
Number of pages	6
Journal	Operations Research Letters
Volume	45
Issue number	1
DOIs	https://doi.org/10.1016/j.orl.2016.11.007
State	Published - 1 Jan 2017
Externally published	Yes

Bibliographical note

Publisher Copyright:
© 2016 Elsevier B.V.

Keywords

Accumulating priority
First passage time
Lévy driven queues
Lévy processes
Priority queues

ASJC Scopus subject areas

Software
Management Science and Operations Research
Industrial and Manufacturing Engineering
Applied Mathematics

Access to Document

10.1016/j.orl.2016.11.007

Cite this

@article{3eede13b4942468ba8716220df1c21e1,

title = "Lowest priority waiting time distribution in an accumulating priority L{\'e}vy queue",

abstract = "We derive the waiting time distribution of the lowest class in an accumulating priority (AP) queue with positive L{\'e}vy input. The priority of an infinitesimal customer (particle) is a function of their class and waiting time in the system, and the particles with the highest AP are the next to be processed. To this end we introduce a new method that relies on the construction of a workload overtaking process and solving a first-passage problem using an appropriate stopping time.",

keywords = "Accumulating priority, First passage time, L{\'e}vy driven queues, L{\'e}vy processes, Priority queues",

author = "Offer Kella and Liron Ravner",

note = "Publisher Copyright: {\textcopyright} 2016 Elsevier B.V.",

year = "2017",

month = jan,

day = "1",

doi = "10.1016/j.orl.2016.11.007",

language = "English",

volume = "45",

pages = "40--45",

journal = "Operations Research Letters",

issn = "0167-6377",

publisher = "Elsevier",

number = "1",

}

TY - JOUR

T1 - Lowest priority waiting time distribution in an accumulating priority Lévy queue

AU - Kella, Offer

AU - Ravner, Liron

PY - 2017/1/1

Y1 - 2017/1/1

N2 - We derive the waiting time distribution of the lowest class in an accumulating priority (AP) queue with positive Lévy input. The priority of an infinitesimal customer (particle) is a function of their class and waiting time in the system, and the particles with the highest AP are the next to be processed. To this end we introduce a new method that relies on the construction of a workload overtaking process and solving a first-passage problem using an appropriate stopping time.

AB - We derive the waiting time distribution of the lowest class in an accumulating priority (AP) queue with positive Lévy input. The priority of an infinitesimal customer (particle) is a function of their class and waiting time in the system, and the particles with the highest AP are the next to be processed. To this end we introduce a new method that relies on the construction of a workload overtaking process and solving a first-passage problem using an appropriate stopping time.

KW - Accumulating priority

KW - First passage time

KW - Lévy driven queues

KW - Lévy processes

KW - Priority queues

UR - http://www.scopus.com/inward/record.url?scp=85006154246&partnerID=8YFLogxK

U2 - 10.1016/j.orl.2016.11.007

DO - 10.1016/j.orl.2016.11.007

M3 - Article

AN - SCOPUS:85006154246

SN - 0167-6377

VL - 45

SP - 40

EP - 45

JO - Operations Research Letters

JF - Operations Research Letters

IS - 1

ER -

Lowest priority waiting time distribution in an accumulating priority Lévy queue

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this