Law of large numbers limits for many-server queues

DOI10.1214/09-AAP662zbMATH Open1208.60095arXiv0708.0952MaRDI QIDQ627233FDOQ627233

Authors: Haya Kaspi, Kavita Ramanan 

Publication date: 21 February 2011

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Abstract: This work considers a many-server queueing system in which customers with i.i.d., generally distributed service times enter service in the order of arrival. The dynamics of the system is represented in terms of a process that describes the total number of customers in the system, as well as a measure-valued process that keeps track of the ages of customers in service. Under mild assumptions on the service time distribution, as the number of servers goes to infinity, a law of large numbers (or fluid) limit is established for this pair of processes. The limit is characterised as the unique solution to a coupled pair of integral equations, which admits a fairly explicit representation. As a corollary, the fluid limits of several other functionals of interest, such as the waiting time, are also obtained. Furthermore, in the time-homogeneous setting, the fluid limit is shown to converge to its equilibrium. Along the way, some results of independent interest are obtained, including a continuous mapping result and a maximality property of the fluid limit. A motivation for studying these systems is that they arise as models of computer data systems and call centers.

Full work available at URL: https://arxiv.org/abs/0708.0952

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zbMATH Keywords

strong law of large numbersmean-field limitscall centersmulti-server queuesfluid limitsmeasure-valued processesGI/G/N queue

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Functional limit theorems; invariance principles (60F17) Stochastic analysis (60H99) Generalized solutions to partial differential equations (35D99)

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