Discriminatory Processor Sharing Queues and the DREB Method

Abstract

We study a discriminatory processor-sharing (DPS) queue with a Markovian arrival process (MAP) and K classes of customers. This system can be modeled into a K-dimensional quasi-birth-and death (QBD) process by the standard matrix-analytical approach, but such a process is computationally difficult to handle. We present a different formulation by which the K-dimensional QBD process is reduced to a single-dimensional level-dependent QBD process with expanding blocks. We derive analytical expressions and use them to compute the sojourn time and joint queue length distributions efficiently. This method allows us to study numerically a wide range of important open queueing problems that are common in computer and communication systems, such as various priority queues, queueing networks, and other dependent queues.