English

Steady-state $\mathit{GI}/\mathit{GI}/\mathit{n}$ queue in the Halfin-Whitt regime

Probability 2013-12-04 v2

Abstract

We consider the FCFS GI/GI/n\mathit{GI}/\mathit{GI}/n queue in the so-called Halfin-Whitt heavy traffic regime. We prove that under minor technical conditions the associated sequence of steady-state queue length distributions, normalized by n1/2n^{1/2}, is tight. We derive an upper bound on the large deviation exponent of the limiting steady-state queue length matching that conjectured by Gamarnik and Momcilovic [Adv. in Appl. Probab. 40 (2008) 548-577]. We also prove a matching lower bound when the arrival process is Poisson. Our main proof technique is the derivation of new and simple bounds for the FCFS GI/GI/n\mathit{GI}/\mathit{GI}/n queue. Our bounds are of a structural nature, hold for all nn and all times t0t\geq0, and have intuitive closed-form representations as the suprema of certain natural processes which converge weakly to Gaussian processes. We further illustrate the utility of this methodology by deriving the first nontrivial bounds for the weak limit process studied in [Ann. Appl. Probab. 19 (2009) 2211-2269].

Keywords

Cite

@article{arxiv.1103.1709,
  title  = {Steady-state $\mathit{GI}/\mathit{GI}/\mathit{n}$ queue in the Halfin-Whitt regime},
  author = {David Gamarnik and David A. Goldberg},
  journal= {arXiv preprint arXiv:1103.1709},
  year   = {2013}
}

Comments

Published in at http://dx.doi.org/10.1214/12-AAP905 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-21T17:37:12.711Z