March 2015 BRAVO for many-server QED systems with finite buffers
D. J. Daley, Johan S. H. Van Leeuwaarden, Yoni Nazarathy
Author Affiliations +
Adv. in Appl. Probab. 47(1): 231-250 (March 2015). DOI: 10.1239/aap/1427814589

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.

Citation

Download Citation

D. J. Daley. Johan S. H. Van Leeuwaarden. Yoni Nazarathy. "BRAVO for many-server QED systems with finite buffers." Adv. in Appl. Probab. 47 (1) 231 - 250, March 2015. https://doi.org/10.1239/aap/1427814589

Information

Published: March 2015
First available in Project Euclid: 31 March 2015

zbMATH: 1310.60128
MathSciNet: MR3327323
Digital Object Identifier: 10.1239/aap/1427814589

Subjects:
Primary: 60J27
Secondary: 60K25

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

Rights: Copyright © 2015 Applied Probability Trust

JOURNAL ARTICLE
20 PAGES

This article is only available to subscribers.
It is not available for individual sale.
+ SAVE TO MY LIBRARY

Vol.47 • No. 1 • March 2015
Back to Top