Central limit theorem for a many-server queue with random service rates

被引:20
作者
Atar, Rami [1 ]
机构
[1] Technion Israel Inst Technol, Dept Elect Engn, IL-32000 Haifa, Israel
关键词
central limit theorem; many-server queue; random environment; Halfin-Whitt regime; heavy traffic; routing policies; fairness; sample-path Little's law;
D O I
10.1214/07-AAP497
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Given a random variable N with values in N, and N i.i.d. positive random variables (AkI, we consider a queue with renewal arrivals and N exponential servers, where server k serves at rate Ak, under two work conserving routing schemes. In the first, the service rates 1141 need not be known to the router, and each customer to arrive at a time when some servers are idle is routed to the server that has been idle for the longest time (or otherwise it is queued). In the second, the service rates are known to the router, and a customer that arrives to find idle servers is routed to the one whose service rate is greatest. In the many-server heavy traffic regime of Haffin and Whitt, the process that represents the number of customers in the system is shown to converge to a one-dimensional diffusion with a random drift coefficient, where the law of the drift depends on the routing scheme. A related result is also provided for nonrandom environments.
引用
收藏
页码:1548 / 1568
页数:21
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