English

Central limit theorem for a many-server queue with random service rates

Probability 2008-08-22 v1

Abstract

Given a random variable NN with values in N{\mathbb{N}}, and NN i.i.d. positive random variables {μk}\{\mu_k\}, we consider a queue with renewal arrivals and NN exponential servers, where server kk serves at rate μk\mu_k, under two work conserving routing schemes. In the first, the service rates {μk}\{\mu_k\} need not be known to the router, and each customer to arrive at a time when some servers are idle is routed to the server that has been idle for the longest time (or otherwise it is queued). In the second, the service rates are known to the router, and a customer that arrives to find idle servers is routed to the one whose service rate is greatest. In the many-server heavy traffic regime of Halfin and Whitt, the process that represents the number of customers in the system is shown to converge to a one-dimensional diffusion with a random drift coefficient, where the law of the drift depends on the routing scheme. A related result is also provided for nonrandom environments.

Keywords

Cite

@article{arxiv.0808.2865,
  title  = {Central limit theorem for a many-server queue with random service rates},
  author = {Rami Atar},
  journal= {arXiv preprint arXiv:0808.2865},
  year   = {2008}
}

Comments

Published in at http://dx.doi.org/10.1214/07-AAP497 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-21T11:12:33.429Z