Novel heavy-traffic regimes for large-scale service systems

DOI10.1137/140960815MaRDI QIDQ5264993zbMATH OpenOpenAlexFDO

Authors Johan S. H. van Leeuwaarden, Britt Mathijsen, A. J. E. M. Janssen

Publication date 21 July 2015

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1411.5251

zbMATH Keywords

asymptotic analysiscentral limit theoremGaussian random walkheavy-traffic regimeslarge service systemsqueueing theoryRiemann zeta functionsaddle point methodwaiting times

Mathematics Subject Classification ID

Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Central limit and other weak theorems (60F05) Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Queues and service in operations research (90B22)

Abstract: We introduce a family of heavy-traffic regimes for large scale service systems, presenting a range of scalings that include both moderate and extreme heavy traffic, as compared to classical heavy traffic. The heavy-traffic regimes can be translated into capacity sizing rules that lead to Economies-of-Scales, so that the system utilization approaches 100% while congestion remains limited. We obtain heavy-traffic approximations for stationary performance measures in terms of asymptotic expansions, using a non-standard saddle point method, tailored to the specific form of integral expressions for the performance measures, in combination with the heavy-traffic regimes.

Recommendations

• Heavy traffic limits for queues with many deterministic servers
• Economies-of-scale in many-server queueing systems: tutorial and partial review of the QED Halfin-Whitt heavy-traffic regime
• Dynamic routing in large-scale service systems with heterogeneous servers
• Robust heavy-traffic approximations for service systems facing overdispersed demand
• Diffusion Approximations for a Multiclass Markovian Service System with “Guaranteed” and “Best-Effort” Service Levels

Cites work

• A Two-Time-Scale Approach to Time-Varying Queues in Hospital Inpatient Flow Management
• An Elementary Queueing Problem
• Analytic combinatorics
• Analytic computation schemes for the discrete-time bulk service queue
• Applied Probability and Queues
• Capacity sizing under parameter uncertainty: safety staffing principles revisited
• Complete corrected diffusion approximations for the maximum of a random walk
• Cumulants of the maximum of the Gaussian random walk
• Dimensioning Large Call Centers
• Heavy traffic limits for queues with many deterministic servers
• Heavy-traffic limits for nearly deterministic queues
• Heavy-traffic limits for nearly deterministic queues: Stationary distributions
• Heavy-Traffic Limits for Queues with Many Exponential Servers
• scientific article; zbMATH DE number 3886512 (Why is no real title available?)
• scientific article; zbMATH DE number 3755546 (Why is no real title available?)
• Ladder heights, Gaussian random walks and the Riemann zeta function
• NIST handbook of mathematical functions
• On Lerch's transcendent and the Gaussian random walk
• On the application of Rouché's theorem in queueing theory
• Queues for a Fixed-Cycle Traffic Light
• Reducing Delays for Medical Appointments: A Queueing Approach
• Relaxation time for the discrete \(D/G/1\) queue
• Sequential analysis. Tests and confidence intervals
• Stochastic-Process Limits

Cited in

(10)

• Dominant poles and tail asymptotics in the critical Gaussian many-sources regime
• Heavy traffic limits for queues with many deterministic servers
• Robust heavy-traffic approximations for service systems facing overdispersed demand
• Pollaczek contour integrals for the fixed-cycle traffic-light queue
• Transient error approximation in a Lévy queue
• Spitzer's identity for discrete random walks
• Responding to Unexpected Overloads in Large-Scale Service Systems
• Heavy traffic analysis of a queueing system with bounded capacity for two types of customers
• MAD dispersion measure makes extremal queue analysis simple
• Heavy-traffic single-server queues and the transform method

Describes a project that uses

Uses Software

• DLMF

This page was built for publication: Novel heavy-traffic regimes for large-scale service systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5264993)