Insensitivity of the mean field limit of loss systems under SQ(d) routeing

DOI10.1017/APR.2019.41MaRDI QIDQ5203975zbMATH OpenOpenAlexFDO

Authors Thirupathaiah Vasantam, Arpan Mukhopadhyay, Ravi R. Mazumdar

Publication date 9 December 2019

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1708.09328

zbMATH Keywords

\(\mathrm{SQ}(d)\)Erlang loss modelfixed pointinsensitivitymean field

Mathematics Subject Classification ID

Large deviations (60F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Bayesian inference (62F15) Queues and service in operations research (90B22)

Abstract: In this paper, we study large multi-server loss models under power-of-$d$ routing scheme when service time distributions are general with finite mean. Previous works have addressed the exponential service time case when the number of servers goes to infinity giving rise to a mean field model. The fixed point of limiting mean field equations (MFE) was shown to be insensitive to the service time distribution through simulation. Showing insensitivity to general service time distributions has remained an open problem. Obtaining the MFE in this case poses a challenge due to the resulting Markov description of the system being in positive orthant as opposed to a finite chain in the exponential case. In this paper, we first obtain the MFE and then show that the MFE has a unique fixed point that coincides with the fixed point in the exponential case thus establishing insensitivity. The approach is via a measure-valued Markov process representation and the martingale problem to establish the mean-field limit. The techniques can be applied to other queueing models.

Recommendations

• Sensitivity of mean-field fluctuations in Erlang loss models with randomized routing
• Analysis of loss networks with routing
• Sensitivity to the Service-Time Distribution in the Nonstationary Erlang Loss Model
• Insensitivity in stochastic models
• Sample-path insensitivity of symmetric queues in discrete-time

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Cited in

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