Multiclass Hammersley–Aldous–Diaconis process and multiclass-customer queues
Ferrari, Pablo A. ; Martin, James B.
Ann. Inst. H. Poincaré Probab. Statist., Tome 45 (2009) no. 1, p. 250-265 / Harvested from Project Euclid
In the Hammersley–Aldous–Diaconis process, infinitely many particles sit in ℝ and at most one particle is allowed at each position. A particle at x, whose nearest neighbor to the right is at y, jumps at rate y−x to a position uniformly distributed in the interval (x, y). The basic coupling between trajectories with different initial configuration induces a process with different classes of particles. We show that the invariant measures for the two-class process can be obtained as follows. First, a stationary M/M/1 queue is constructed as a function of two homogeneous Poisson processes, the arrivals with rate λ and the (attempted) services with rate ρ>λ. Then put first class particles at the instants of departures (effective services) and second class particles at the instants of unused services. The procedure is generalized for the n-class case by using n−1 queues in tandem with n−1 priority types of customers. A multi-line process is introduced; it consists of a coupling (different from Liggett’s basic coupling), having as invariant measure the product of Poisson processes. The definition of the multi-line process involves the dual points of the space–time Poisson process used in the graphical construction of the reversed process. The coupled process is a transformation of the multi-line process and its invariant measure is the transformation described above of the product measure.
Publié le : 2009-02-15
Classification:  Multi-class Hammersley–Aldous–Diaconis process,  Multiclass queuing system,  Invariant measures,  60K35,  60K25,  90B22
@article{1234469981,
     author = {Ferrari, Pablo A. and Martin, James B.},
     title = {Multiclass Hammersley--Aldous--Diaconis process and multiclass-customer queues},
     journal = {Ann. Inst. H. Poincar\'e Probab. Statist.},
     volume = {45},
     number = {1},
     year = {2009},
     pages = { 250-265},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1234469981}
}
Ferrari, Pablo A.; Martin, James B. Multiclass Hammersley–Aldous–Diaconis process and multiclass-customer queues. Ann. Inst. H. Poincaré Probab. Statist., Tome 45 (2009) no. 1, pp.  250-265. http://gdmltest.u-ga.fr/item/1234469981/