Sojourn times in non-homogeneous QBD processes with processor sharing

We study sojourn times of customers in a processor sharing model with a service rate that varies over time, depending on the number of customers and on the state of a random environment. An explicit expression is derived for the Laplace-Stieltjes transform of the sojourn time conditional on the state upon arrival and the amount of work brought into the system. Particular attention is given to the conditional mean sojourn time of a customer as a function of his required amount of work, and we establish the existence of an asymptote as the amount of work tends to infinity. The method of random time change is then extended to include the possibility of a varying service rate. By means of this method, we explain the well-established proportionality between the conditional mean sojourn time and required amount of work in processor sharing queues without random environment. Based on numerical experiments, we propose an approximation for the conditional mean sojourn time. Although first presented for exponentially distributed service requirements, the analysis is shown to extend to phase-type services. The service discipline of discriminatory processor sharing is also shown to fall within the framework.