Advances in Operations Research
Volume 2011 (2011), Article ID 216790, 26 pages
Research Article

Two Coupled Queues with Vastly Different Arrival Rates: Critical Loading Case

1Department of Mathematics, Statistics and Computer Science, University of Illinois at Chicago, 851 South Morgan Street Chicago, IL 60607-7045, USA
2Consultant Bell Laboratories, Alcatel-Lucent, 600 Mountain Avenue, Murray Hill, NJ 07974, USA

Received 8 September 2010; Accepted 18 January 2011

Academic Editor: A. Gómez-Corral

Copyright © 2011 Charles Knessl and John A. Morrison. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


We consider two coupled queues with a generalized processor sharing service discipline. The second queue has a much smaller Poisson arrival rate than the first queue, while the customer service times are of comparable magnitude. The processor sharing server devotes most of its resources to the first queue, except when it is empty. The fraction of resources devoted to the second queue is small, of the same order as the ratio of the arrival rates. We assume that the primary queue is heavily loaded and that the secondary queue is critically loaded. If we let the small arrival rate to the secondary queue be O(ε), where 0ε1, then in this asymptotic limit the number of customers in the first queue will be large, of order O(ε-1), while that in the second queue will be somewhat smaller, of order O(ε-1/2). We obtain a two-dimensional diffusion approximation for this model and explicitly solve for the joint steady state probability distribution of the numbers of customers in the two queues. This work complements that in (Morrison, 2010), which the second queue was assumed to be heavily or lightly loaded, leading to mean queue lengths that were O(ε-1) or O(1), respectively.