On completion times in a two-class priority queue with impatience

In this note, we consider a two-class priority queueing system with Poisson arrivals, general service time distribution and one server, in which customers that are not currently being served may leave the queue according to exponentially distributed patience times, i.e., a M1, M2/G/1 + M system using a generalised Kendall’s notation. We expand the classic methodology to derive analytical formulas for the completion times in such a system, using preemptive repeat different and preemptive repeat identical disciplines. Known average completion times for priority queues without impatience are retrieved as limit cases.