In the first half of this thesis, we extend the results of Halfin and Whitt to generally distributed service times. This is accomplished by first writing the system equations for the G/GI/N
queue in a manner similar to the system equations for G/GI/Infinity queue. We next identify a key relationship between these two queues. This relationship allows us to leverage several existing results for the G/GI/Infinity queue in order to prove our main result. Our main result in the first part of this thesis is to show that the
diffusion scaled queue length process for the G/GI/N queue in the Halfin-Whitt regime converges to a limiting stochastic process which is driven by a Gaussian process and satisfies a stochastic
convolution equation. We also show that a similar result holds true for the fluid scaled queue length process under general initial conditions.
Customer abandonment is also a common feature of many call centers. Some researchers have even gone so far as to suggest that the level of customer abandonment is the single most important metric with regards to a call center's performance. In the second half of this thesis, we improve upon a result of Ward and Glynn's concerning the GI/GI/1+GI queue in heavy traffic. Whereas Ward and Glynn obtain a diffusion limit result for the GI/GI/1+GI queue in heavy traffic which incorporates only the density the abandonment
distribution at the origin, our result incorporate the entire abandonment distribution. This is accomplished by a scaling the hazard rate function of the abandonment distribution as the system
moves into heavy traffic. Our main results are to obtain diffusion limits for the properly scaled workload and queue length processes in the GI/GI/1+GI queue. The limiting diffusions we obtain are reflected at the origin with a negative drift which is dependent upon the hazard rate of the abandonment distribution. Because these
diffusions have an analytically tractable steady-state distribution, they can be used to provide a closed-form approximation for the
steady-state distribution of the queue length and workload processes in a GI/GI/1+GI queue. We demonstrate the accuracy of these approximations through simulation.
Identifer | oai:union.ndltd.org:GATECH/oai:smartech.gatech.edu:1853/16332 |
Date | 18 May 2007 |
Creators | Reed, Joshua E. |
Publisher | Georgia Institute of Technology |
Source Sets | Georgia Tech Electronic Thesis and Dissertation Archive |
Detected Language | English |
Type | Dissertation |
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