A unified approach for large queue asymptotics in a heterogeneous multiserver queue

DOI10.1017/APR.2016.84MaRDI QIDQ5233164zbMATH OpenOpenAlexFDO

Authors Masakiyo Miyazawa

Publication date 16 September 2019

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

Full work available at URL https://arxiv.org/abs/1510.01034

zbMATH Keywords

heavy-traffic approximationheterogeneous serverlarge variancemartingalepiecewise-deterministic Markov processqueue length processstationary distributiontail asymptotics

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Queueing theory (aspects of probability theory) (60K25) Processes in random environments (60K37)

Abstract: We are interested in a large queue in a $GI/G/k$ queue with heterogeneous servers. For this, we consider tail asymptotics and weak limit approximations for the stationary distribution of its queue length process in continuous time under a stability condition. Here, two weak limit approximations are considered. One is when the variances of the inter-arrival and/or service times are bounded, and the other is when they get large. Both require a heavy traffic condition. Tail asymptotics and heavy traffic approximations have been separately studied in the literature. We develop a unified approach based on a martingale produced by a good test function for a Markov process to answer both problems.

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Cited in

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