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

DOI10.1287/MOOR.2022.1280MaRDI QIDQ6199271zbMATH OpenOpenAlexFDO

Authors Burak Büke

Publication date 23 February 2024

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

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

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)

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.

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