Large Deviations for the Single-Server Queue and the Reneging Paradox

نویسندگان

چکیده

For the M/M/1+M model at law-of-large-numbers scale, long-run reneging count per unit time does not depend on individual (i.e., customer) rate. This paradoxical statement has a simple proof. Less obvious is large deviations analogue of this fact, stated as follows: decay rate probability that atypically or small In paper, sample path principle for proved and function computed. Next, asymptotics are studied case when arrival exceeds service The key ingredient calculus variations analysis variational problem associated with atypical reneging. A characterization aforementioned rate, given explicitly in terms parameters model, provided yielding precise mathematical description behavior.

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ژورنال

عنوان ژورنال: Mathematics of Operations Research

سال: 2022

ISSN: ['0364-765X', '1526-5471']

DOI: https://doi.org/10.1287/moor.2021.1127