<p>We study a single-server priority queue with a finite number of classes, in which the arrivals follow a fractional Poisson process of index <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(\alpha \in (0,1]\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">]</mo> </mrow> </math></EquationSource> </InlineEquation> and the service completions are triggered by an independent fractional Poisson process of index <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(\beta \in (0,1]\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>β</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">]</mo> </mrow> </math></EquationSource> </InlineEquation>. Each of the customers arriving is assigned at random to one of the priority classes. This assignment is independent of the rest of the system and follows a fixed probability distribution. Using a time-change representation of a fractional Poisson process, we first give a multinomial thinning decomposition: The total number of arrivals in each class are independent standard Poisson processes of appropriate intensities, time-changed by a common independent random clock that is the inverse of an <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(\alpha \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>α</mi> </math></EquationSource> </InlineEquation>-stable subordinator. This yields a process-level law of large numbers and a functional central limit theorem for the process of arrivals. For the queueing system itself, we identify process-level scaling limits for the cumulative and individual queue lengths of the classes. We also prove that the queue gets empty infinitely often when <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(\alpha \le \beta \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>≤</mo> <mi>β</mi> </mrow> </math></EquationSource> </InlineEquation>, which does include the critical case <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(\alpha = \beta \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>=</mo> <mi>β</mi> </mrow> </math></EquationSource> </InlineEquation>. A final example shows how the model can be extended to a continuum of classes.</p>

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A Restless Time-Fractional Multiclass Queue

  • Nicos Georgiou,
  • Enrico Scalas,
  • Vladislav Vysotsky

摘要

We study a single-server priority queue with a finite number of classes, in which the arrivals follow a fractional Poisson process of index \(\alpha \in (0,1]\) α ( 0 , 1 ] and the service completions are triggered by an independent fractional Poisson process of index \(\beta \in (0,1]\) β ( 0 , 1 ] . Each of the customers arriving is assigned at random to one of the priority classes. This assignment is independent of the rest of the system and follows a fixed probability distribution. Using a time-change representation of a fractional Poisson process, we first give a multinomial thinning decomposition: The total number of arrivals in each class are independent standard Poisson processes of appropriate intensities, time-changed by a common independent random clock that is the inverse of an \(\alpha \) α -stable subordinator. This yields a process-level law of large numbers and a functional central limit theorem for the process of arrivals. For the queueing system itself, we identify process-level scaling limits for the cumulative and individual queue lengths of the classes. We also prove that the queue gets empty infinitely often when \(\alpha \le \beta \) α β , which does include the critical case \(\alpha = \beta \) α = β . A final example shows how the model can be extended to a continuum of classes.