Workload analysis of a two-queue fluid polling model

Stella Kapodistria (Corresponding author), Mayank Saxena, Onno J. Boxma, Offer Kella

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Abstract

In this paper, we analyze a two-queue random time-limited Markov-modulated polling model. In the first part of the paper, we investigate the fluid version: fluid arrives at the two queues as two independent flows with deterministic rate. There is a single server that serves both queues at constant speeds. The server spends an exponentially distributed amount of time in each queue. After the completion of such a visit time to one queue, the server instantly switches to the other queue, i.e., there is no switch-over time. For this model, we first derive the Laplace-Stieltjes transform (LST) of the stationary marginal fluid content/workload at each queue. Subsequently, we derive a functional equation for the LST of the two-dimensional workload distribution that leads to a Riemann-Hilbert boundary value problem (BVP). After taking a heavy-traffic limit, and restricting ourselves to the symmetric case, the BVP simplifies and can be solved explicitly. In the second part of the paper, allowing for more general (Lévy) input processes and server switching policies, we investigate the transient process limit of the joint workload in heavy traffic. Again solving a BVP, we determine the stationary distribution of the limiting process. We show that, in the symmetric case, this distribution coincides with our earlier solution of the BVP, implying that in this case the two limits (stationarity and heavy traffic) commute.

Original languageEnglish
Pages (from-to)1003-1030
Number of pages28
JournalJournal of Applied Probability
Volume60
Issue number3
DOIs
Publication statusPublished - 1 Sept 2023

Bibliographical note

Publisher Copyright:
© The Author(s), 2023. Published by Cambridge University Press on behalf of Applied Probability Trust.

Keywords

  • boundary value problem
  • fluid queue
  • heavy-traffic limit
  • Lévy process
  • Polling model
  • workload analysis

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