On the Rate of Convergence of the Power-of-Two-Choices to its Mean-Field Limit

Lei Ying

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arXiv · 1605.06581

On the Rate of Convergence of the Power-of-Two-Choices to its Mean-Field Limit

Lei Ying

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Abstract

This paper studies the rate of convergence of the power-of-two-choices, a celebrated randomized load balancing algorithm for many-server queueing systems, to its mean field limit. The convergence to the mean-field limit has been proved in the literature, but the rate of convergence remained to be an open problem. This paper establishes that the sequence of stationary distributions, indexed by $M,$ the number of servers in the system, converges in mean-square to its mean-field limit with rate $O\left(\frac{(\log M)^3 (\log\log M)^2}{M}\right).$

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Lei Ying. 2016-05-21. On the Rate of Convergence of the Power-of-Two-Choices to its Mean-Field Limit. https://arxiv.org/abs/1605.06581

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