Analysis of the fluid weighted fair queueing system

We analyse in this paper the fluid weighted fair queueing system with two classes of customers, who arrive according to Poisson processes and require arbitrarily distributed service times. In a first step, we express the Laplace transform of the joint distribution of the workloads in the two virtual queues of the system by means of unknown Laplace transforms. Such an unknown Laplace transform is related to the distribution of the workload in one queue provided that the other queue is empty. We explicitly compute the unknown Laplace transforms by means of a Wiener-Hopf technique. The determination of the unknown Laplace transforms can be used to compute some performance measures characterizing the system (e.g. the mean waiting time for each class) which we compute in the exponential service case.