 Multiclass single-server queue

An ordered state $x=(c_1,\dots ,c_n)$ records the classes and positions of customers at a single server. Class-$r$ arrivals have rate ${\alpha }_r$ and exponential service parameter ${\mu }_r$. Under a symmetric service discipline, its stationary distribution is $(1-\rho ){\prod }_i({\alpha }_{c_i}/{\mu }_{c_i})$, where $\rho ={\sum }_r{\alpha }_r/{\mu }_r<1$. If every ${\mu }_r=\mu$, class-independent insertion and service position rules need not be equal: time reversal of a continuous-time Markov chain interchanges them and proves the same law. Aggregating words gives $(1-\rho )n!{\prod }_r[({\alpha }_r/{\mu }_r{)}^{n_r}/n_r!]$ by the multinomial coefficient. With class-dependent service rates, first come first served need not have this product law.