Many-Server Queues with Random Service Rates in the Halfin-Whitt Regime: A Measure-Valued Process Approach

Abstract

We consider many-server queueing systems with heterogeneous exponential servers and renewal arrivals. The service rate of each server is a random variable drawn from a given distribution. We develop a framework for analyzing the heavy traffic limit of these queues in random environment using probability measure-valued stochastic processes. We introduce the measure-valued fairness process which denotes the proportion of cumulative idleness experienced by servers whose rates fall in a Borel subset of the support of the service rates. It can be shown that these fairness processes do not converge in the usual Skorokhod-$J_1$ topology, hence we introduce a new notion of convergence based on shifted versions of these processes. We also introduce some useful martingales to identify limiting fairness processes under different routing policies.