A Fast Matrix-analytic Approximation for the Two Class Gi/g/1 Non-preemptive Priority Queue

In this paper we present the approximate waiting time analysis of two class non-preemptive priority queues. The traffics of the queue are characterized by ”two parameter description”, which means that the mean and the squared coefficient of variation of the inter arrival times and of the service times are given. The solution is based on the separate analysis of the low and high priority queue. The resulting single class queues have a homogeneous QBD (quasi birth death) structure, therefore their analysis is numerically efficient. We check the performance of the approximation extensively, and conclude that it gives good accuracy in a wide range of traffic parameters.