Novel heavy-traffic regimes for large-scale service systems

DOI10.1137/140960815MaRDI QIDQ5264993zbMATHOpenAlexFDO

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

Riemann zeta functioncentral limit theoremqueueing theoryasymptotic analysiswaiting timesGaussian random walksaddle point methodheavy-traffic regimeslarge service systems

Mathematics Subject Classification ID

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

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.

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Cited in

(10)

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

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