The Annals of Probability

On the Quasireversibility of a Multiclass Brownian Service Station

J. M. Harrison and R. J. Williams

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Abstract

The object of study in this paper is a Brownian model of a multiclass service station. Such Brownian models arise as heavy traffic limits of conventional queueing models in which several different types or classes of customers are processed through a common service facility. Assuming that the Brownian service station is initialized with its stationary distribution, four different model characteristics are shown to be equivalent, and the station is said to be quasireversible if these equivalent conditions pertain. Three of the four conditions characterize the vector departure process from the Brownian service station, and our definition of quasireversibility parallels that proposed by F. P. Kelly for conventional queueing models. The last of our four conditions is expressed directly in terms of primitive model parameters, so one may easily determine from basic data whether or not a Brownian station model is quasireversible. Rather than characterizing the complete vector of departure processes from a Brownian service station, we prove a more general theorem expressed in terms of arbitrary linear combinations of the departure processes; this yields a generalized notion of quasireversibility that will play an important role in future work. To be more specific, in a future paper on multiclass Brownian network models, it will be shown that there is an intimate relationship between product form stationary distributions and the generalized notion of quasireversibility developed here.

Article information

Source
Ann. Probab. Volume 18, Number 3 (1990), 1249-1268.

Dates
First available: 19 April 2007

Permanent link to this document
http://projecteuclid.org/euclid.aop/1176990745

JSTOR
links.jstor.org

Digital Object Identifier
doi:10.1214/aop/1176990745

Mathematical Reviews number (MathSciNet)
MR1062068

Zentralblatt MATH identifier
0709.60081

Subjects
Primary: 60J60: Diffusion processes [See also 58J65]
Secondary: 60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) [See also 92Dxx] 60K25: Queueing theory [See also 68M20, 90B22]

Keywords
Multiclass queues quasireversibility Brownian models

Citation

Harrison, J. M.; Williams, R. J. On the Quasireversibility of a Multiclass Brownian Service Station. The Annals of Probability 18 (1990), no. 3, 1249--1268. doi:10.1214/aop/1176990745. http://projecteuclid.org/euclid.aop/1176990745.


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