LAW OF LARGE NUMBERS LIMITS FOR MANY-SERVER QUEUES

被引:57
作者
Kaspi, Haya [1 ]
Ramanan, Kavita [2 ]
机构
[1] Technion Israel Inst Technol, Dept Ind Engn & Management, Haifa, Israel
[2] Brown Univ, Div Appl Math, Providence, RI 02912 USA
基金
美国国家科学基金会;
关键词
Multi-server queues; GI/G/N queue; fluid limits; mean-field limits; strong law of large numbers; measure-valued processes; call centers; FLUID LIMITS;
D O I
10.1214/09-AAP662
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
This work considers a many-server queueing system in which customers with independent and identically distributed service times, chosen from a general distribution, enter service in the order of arrival. The dynamics of the system are 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 characterized 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, when the arrival process is time-homogeneous, the measure-valued component of 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.
引用
收藏
页码:33 / 114
页数:82
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