SearcharxivSearch

arXiv · 1904.10096

Heavy-Traffic Analysis of Queueing Systems with no Complete Resource Pooling

Abstract

We study the heavy-traffic limit of the generalized switch operating under MaxWeight, without assuming that the CRP condition is satisfied and allowing for correlated arrivals. The main contribution of this paper is the steady-state mean of linear combinations of queue lengths in heavy traffic. We showcase the generality of our result by presenting various stochastic networks as corollaries, each of which is a contribution by itself. In particular, we study the input-queued switch with correlated arrivals and we show that if the state space collapses to a full-dimensional subspace, the correlation among the arrival processes does not matter in heavy traffic. We exemplify this last case with a parallel-server system, an N-system, and an ad hoc wireless network. While the above results are obtained using the drift method, we additionally present a negative result showing a limitation of the drift method. We show that it is not possible to obtain the individual queue lengths using the drift method with polynomial test functions. We do this by presenting an alternate view of the drift method in terms of a system of linear equations, and we use this system of equations to obtain bounds on arbitrary linear combinations of the queue lengths.

Explore related subjects

Keep this discovery

BibTeXRIS

D. Hurtado-Lange, S. T. Maguluri. 2019-04-22. Heavy-Traffic Analysis of Queueing Systems with no Complete Resource Pooling. https://arxiv.org/abs/1904.10096

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR