Lowest priority waiting time distribution in an accumulating priority Lévy queue

Offer Kella, Liron Ravner

Research output: Contribution to journalArticlepeer-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 languageEnglish
Pages (from-to)40-45
Number of pages6
JournalOperations Research Letters
Volume45
Issue number1
DOIs
StatePublished - 1 Jan 2017
Externally publishedYes

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

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