A Note on Load Balancing in Many-Server Heavy-Traffic Regime

Publication date 20 April 2020

Abstract: In this note, we apply Stein's method to analyze the performance of general load balancing schemes in the many-server heavy-traffic regime. In particular, consider a load balancing system of

N

servers and the distance of arrival rate to the capacity region is given by

N^{1 - a l p h a}

with

a l p h a > 1

. We are interested in the performance as

N

goes to infinity under a large class of policies. We establish different asymptotics under different scalings and conditions. Specifically, (i) If the second moments linearly increase with

N

with coefficients

s i g m a_{a}^{2}

and

u_{s}^{2}

, then for any

a l p h a > 4

, the distribution of the sum queue length scaled by

N^{- a l p h a}

converges to an exponential random variable with mean

f r a c s i g m a_{a}^{2} + u_{s}^{2} 2

. (3) If the second moments quadratically increase with

N

with coefficients

i l d e {s i g m a}_{a}^{2}

and

i l d e u_{s}^{2}

, then for any

a l p h a > 3

, the distribution of the sum queue length scaled by

N^{- a l p h a - 1}

converges to an exponential random variable with mean

f r a c i l d e {s i g m a}_{a}^{2} + i l d e u_{s}^{2} 2

. Both results are simple applications of our previously developed framework of Stein's method for heavy-traffic analysis in cite{zhou2020note}.

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