English

A new $1/(1-\rho)$-scaling bound for multiserver queues via a leave-one-out technique

Probability 2026-04-07 v2 Performance

Abstract

Bounding the queue length in a multiserver queue is a central challenge in queueing theory. Even for the classical G/G/nG/G/n queue with homogeneous servers, it is highly non-trivial to derive a simple and accurate bound for the steady-state queue length that holds for all problem parameters. A recent breakthrough by Li and Goldberg (2025) establishes a universal bound of order O(1/(1ρ))O(1/(1-\rho)) that holds for any load ρ<1\rho < 1 and any number of servers nn. This order is tight in many well-known scaling regimes, including classical heavy-traffic, Halfin-Whitt and Nondegenerate-Slowdown. However, their bounds entail large constant factors and a highly intricate proof, suggesting room for further improvement. In this paper, we present a new universal bound of order O(1/(1ρ))O(1/(1-\rho)) for the G/G/nG/G/n queue. Our bound, while restricted to the light-tailed case and the first moment of the queue length, has a more interpretable and often tighter leading constant. Our proof is relatively simple, utilizing a modified G/G/nG/G/n queue, the stationarity of a quadratic test function, and a novel leave-one-out coupling technique. Finally, we also extend our method to G/G/nG/G/n queues with fully heterogeneous service-time distributions.

Keywords

Cite

@article{arxiv.2510.11015,
  title  = {A new $1/(1-\rho)$-scaling bound for multiserver queues via a leave-one-out technique},
  author = {Yige Hong},
  journal= {arXiv preprint arXiv:2510.11015},
  year   = {2026}
}

Comments

54 pages, 2 figures