Law of large numbers limits for many-server queues
Kaspi, Haya ; Ramanan, Kavita
Ann. Appl. Probab., Tome 21 (2011) no. 1, p. 33-114 / Harvested from Project Euclid
This work considers a many-server queueing system in which customers with independent and identically distributed service times, chosen from a general distribution, enter service in the order of arrival. The dynamics of the system are represented in terms of a process that describes the total number of customers in the system, as well as a measure-valued process that keeps track of the ages of customers in service. Under mild assumptions on the service time distribution, as the number of servers goes to infinity, a law of large numbers (or fluid) limit is established for this pair of processes. The limit is characterized as the unique solution to a coupled pair of integral equations which admits a fairly explicit representation. As a corollary, the fluid limits of several other functionals of interest, such as the waiting time, are also obtained. Furthermore, when the arrival process is time-homogeneous, the measure-valued component of the fluid limit is shown to converge to its equilibrium. Along the way, some results of independent interest are obtained, including a continuous mapping result and a maximality property of the fluid limit. A motivation for studying these systems is that they arise as models of computer data systems and call centers.
Publié le : 2011-02-15
Classification:  Multi-server queues,  GI∕G∕N queue,  fluid limits,  mean-field limits,  strong law of large numbers,  measure-valued processes,  call centers,  60F17,  60K25,  90B22,  60H99,  35D99
@article{1292598028,
     author = {Kaspi, Haya and Ramanan, Kavita},
     title = {Law of large numbers limits for many-server queues},
     journal = {Ann. Appl. Probab.},
     volume = {21},
     number = {1},
     year = {2011},
     pages = { 33-114},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1292598028}
}
Kaspi, Haya; Ramanan, Kavita. Law of large numbers limits for many-server queues. Ann. Appl. Probab., Tome 21 (2011) no. 1, pp.  33-114. http://gdmltest.u-ga.fr/item/1292598028/