On the Behavior of LIFO Preemptive Resume Queues in Heavy Traffic
Vlada Limic, Cornell University
Abstract
This paper studies heavy traffic behavior of a G/G/1
last-in-first-out (LIFO) preemptive resume queue, by extending
the techniques developed in Limic (1999). The queue length process
exhibits a perhaps unexpected heavy traffic behavior.
The diffusion limit depends
on the type of arrivals (and services) in a fairly intricate way,
related to the Wiener-Hopf factorization for random walks.
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