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Sensitivity of Mean-Field Fluctuations in Erlang loss models with randomized routing

Probability 2021-01-19 v1 Performance

Abstract

In this paper, we study a large system of NN servers each with capacity to process at most CC simultaneous jobs and an incoming job is routed to a server if it has the lowest occupancy amongst dd (out of N) randomly selected servers. A job that is routed to a server with no vacancy is assumed to be blocked and lost. Such randomized policies are referred to JSQ(d) (Join the Shortest Queue out of dd) policies. Under the assumption that jobs arrive according to a Poisson process with rate Nλ(N)N\lambda^{(N)} where λ(N)=σβN\lambda^{(N)}=\sigma-\frac{\beta}{\sqrt{N}}, σ\mbR+\sigma\in\mb{R}_+ and β\mbR\beta\in\mb{R}, we establish functional central limit theorems (FCLTs) for the fluctuation process in both the transient and stationary regimes when service time distributions are exponential. In particular, we show that the limit is an Ornstein-Uhlenbeck process whose mean and variance depend on the mean-field of the considered model. Using this, we obtain approximations to the blocking probabilities for large NN, where we can precisely estimate the accuracy of first-order approximations.

Keywords

Cite

@article{arxiv.2101.06529,
  title  = {Sensitivity of Mean-Field Fluctuations in Erlang loss models with randomized routing},
  author = {Thirupathaiah Vasantam and Ravi R. Mazumdar},
  journal= {arXiv preprint arXiv:2101.06529},
  year   = {2021}
}

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29 pages