Advances in Applied Probability

BRAVO for many-server QED systems with finite buffers

D. J. Daley, Johan S. H. Van Leeuwaarden, and Yoni Nazarathy

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Abstract

This paper demonstrates the occurrence of the feature called BRAVO (balancing reduces asymptotic variance of output) for the departure process of a finite-buffer Markovian many-server system in the QED (quality and efficiency-driven) heavy-traffic regime. The results are based on evaluating the limit of an equation for the asymptotic variance of death counts in finite birth-death processes.

Article information

Source
Adv. in Appl. Probab., Volume 47, Number 1 (2015), 231-250.

Dates
First available in Project Euclid: 31 March 2015

Permanent link to this document
https://projecteuclid.org/euclid.aap/1427814589

Digital Object Identifier
doi:10.1239/aap/1427814589

Mathematical Reviews number (MathSciNet)
MR3327323

Zentralblatt MATH identifier
1310.60128

Subjects
Primary: 60J27: Continuous-time Markov processes on discrete state spaces
Secondary: 60K25: Queueing theory [See also 68M20, 90B22]

Keywords
Queueing system critical point stochastic process limit Poisson distribution asymptotics stationary Poisson queue asymptotics Halfin-Whitt regime queueing output variance asymptotics birth-death asymptotic variance

Citation

Daley, D. J.; Van Leeuwaarden, Johan S. H.; Nazarathy, Yoni. BRAVO for many-server QED systems with finite buffers. Adv. in Appl. Probab. 47 (2015), no. 1, 231--250. doi:10.1239/aap/1427814589. https://projecteuclid.org/euclid.aap/1427814589


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