Central limit theorem for a many-server queue with random service rates
Rami Atar
Source: Ann. Appl. Probab.
Volume 18, Number 4
(2008), 1548-1568.
Abstract
Given a random variable N with values in ℕ, and N i.i.d. positive random variables {μk}, we consider a queue with renewal arrivals and N exponential servers, where server k serves at rate μk, under two work conserving routing schemes. In the first, the service rates {μk} 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 Halfin 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.
Primary Subjects: 60K25, 60F05, 60K37, 90B22, 68M20
Keywords: Central limit theorem; many-server queue; random environment; Halfin–Whitt regime; heavy traffic; routing policies; fairness; sample-path Little’s law
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aoap/1216677131
Digital Object Identifier: doi:10.1214/07-AAP497
Mathematical Reviews number (MathSciNet):
MR2434180
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Mathematical Reviews (MathSciNet):
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