Many-Server Queues with Random Service Rates: A Unified Framework Based on Measure-Valued Processes

DOI10.1287/MOOR.2022.1280arXiv1905.04198OpenAlexW4285040929MaRDI QIDQ6199271FDOQ6199271

Authors: Burak Büke 

Publication date: 23 February 2024

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Abstract: We consider many-server queueing systems with heterogeneous exponential servers and renewal arrivals. The service rate of each server is a random variable drawn from a given distribution. We develop a framework for analyzing the heavy traffic limit of these queues in random environment using probability measure-valued stochastic processes. We introduce the measure-valued fairness process which denotes the proportion of cumulative idleness experienced by servers whose rates fall in a Borel subset of the support of the service rates. It can be shown that these fairness processes do not converge in the usual Skorokhod-$J_1$ topology, hence we introduce a new notion of convergence based on shifted versions of these processes. We also introduce some useful martingales to identify limiting fairness processes under different routing policies.

Full work available at URL: https://arxiv.org/abs/1905.04198

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zbMATH Keywords

diffusion limitsHalfin-Whitt regimemany-server queuesrandom service rates

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Queueing theory (aspects of probability theory) (60K25) Functional limit theorems; invariance principles (60F17) Processes in random environments (60K37)

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