Heavy-traffic single-server queues and the transform method
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Publication:6135886
DOI10.1016/J.INDAG.2023.02.004zbMATH Open1524.60227arXiv2206.09844MaRDI QIDQ6135886FDOQ6135886
Johan S. H. van Leeuwaarden, A. J. E. M. Janssen, Marko A. A. Boon
Publication date: 28 August 2023
Published in: Indagationes Mathematicae. New Series (Search for Journal in Brave)
Abstract: Heavy-traffic limit theory deals with queues that operate close to criticality and face severe queueing times. Let denote the steady-state waiting time in the queue. Kingman (1961) showed that , when appropriately scaled, converges in distribution to an exponential random variable as the system's load approaches 1. The original proof of this famous result uses the transform method. Starting from the Laplace transform of the pdf of (Pollaczek's contour integral representation), Kingman showed convergence of transforms and hence weak convergence of the involved random variables. We apply and extend this transform method to obtain convergence of moments with error assessment. We also demonstrate how the transform method can be applied to so-called nearly deterministic queues in a Kingman-type and a Gaussian heavy-traffic regime. We demonstrate numerically the accuracy of the various heavy-traffic approximations.
Full work available at URL: https://arxiv.org/abs/2206.09844
Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)
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