# Probability and Statistics Seminar

### First Come, First Served Queues with Two Classes of Impatient Customers

We study systems with two classes of impatient customers who differ across the classes in their distribution of service times and patience times. The customers are served on a first-come, first served basis (FCFS), regardless of their class. Such systems are common in customer call centers, which often segment their arrivals into classes of callers whose requests may differ greatly in their complexity and criticality. We first consider an $M/G/1 + M$ queue and then analyze the $M/M/k + M$ case. Analyzing these systems using a queue length process proves intractable as it would require us to keep track of the class of each customer at each position in queue. Consequently, we introduce a virtual waiting time process where the service times of customers who will eventually abandon the system are not considered. We analyze this process to obtain performance characteristics such as the percentage of customers who receive service in each class, the expected waiting times of customers in each class, and the average number of customers waiting in queue. We use our characterization of the system to perform a numerical analysis of the $M/M/k + M$ system, and find several managerial implications of administering a FCFS system with multiple classes of impatient customers. Finally, we compare the performance a system based on data from a call center with the steady-state performance measures of a comparable $M/M/k + M$ system. We find that the performance measures of the $M/M/k + M$ system serve as good approximations of the system based on real data.

Joint work with:

Ivo Adan, Eindhoven University of Technology, the Netherlands,

and

Brett Hathaway, Kenan-Flagler School of Business, University of North Carolina at Chapel Hill, Chapel Hill, NC, USA.