On spectral properties of finite population processor shared queues

Document Type

Article

Publication Date

4-1-2013

Abstract

We consider sojourn or response times in processor-shared queues that have a finite population of potential users. Computing the response time of a tagged customer involves solving a finite system of linear ODEs. Writing the system in matrix form, we study the eigenvectors and eigenvalues in the limit as the size of the matrix becomes large. This corresponds to finite population models where the total population is ≫. Using asymptotic methods we reduce the eigenvalue problem to that of a standard differential equation, such as the Hermite equation. The dominant eigenvalue leads to the tail of a customer's sojourn time distribution. © 2012 Springer-Verlag Berlin Heidelberg.

Publication Title

Mathematical Methods of Operations Research

Volume

77

Issue

2

First Page

147

Last Page

176

Digital Object Identifier (DOI)

10.1007/s00186-012-0421-6

ISSN

14322994

E-ISSN

14325217

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