SearcharxivSearch

arXiv · 2106.00121

Many-server asymptotics for Join-the-Shortest Queue in the Super-Halfin-Whitt Scaling Window

Abstract

The Join-the-Shortest Queue (JSQ) policy is a classical benchmark for the performance of many-server queueing systems due to its strong optimality properties. While the exact analysis of the JSQ policy is an open question to date, even under Markovian assumption on the service requirements, recently, there has been a significant progress in understanding its many-server asymptotic behavior since the work of Eschenfeldt and Gamarnik (Math.~Oper.~Res.~43 (2018) 867--886). In this paper, we analyze the many-server limits of the JSQ policy in the \emph{super-Halfin-Whitt} scaling window when load per server $\lambda_N$ scales with the system size $N$ as $\lim_{N\rightarrow\infty}N^{\alpha}(1-\lambda_N)=\beta$ for $\alpha\in (1/2, 1)$ and $\beta>0$. We establish that the centered and scaled total queue length process converges to a certain Bessel process with negative drift and the associated centered and scaled steady-state total queue length, indexed by $N$, converges to a $\mathrm{Gamma}(2,\beta)$ distribution. Both the transient and steady-state limit laws are universal in the sense that they do not depend on the value of the scaling parameter $\alpha$, and exhibit fundamentally different qualitative behavior from both the Halfin-Whitt regime ($\alpha = 1/2$) and the Non-degenerate Slowdown (NDS) regime ($\alpha=1$).

Explore related subjects

Keep this discovery

BibTeXRIS

Zhisheng Zhao, Sayan Banerjee, Debankur Mukherjee. 2021-05-31. Many-server asymptotics for Join-the-Shortest Queue in the Super-Halfin-Whitt Scaling Window. https://arxiv.org/abs/2106.00121

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