MANY-SERVER HEAVY-TRAFFIC LIMIT FOR QUEUES WITH TIME-VARYING PARAMETERS

作者：Liu Yunan^*; Whitt Ward

来源：Annals of Applied Probability, 2014, 24(1): 378-421.

DOI：10.1214/13-AAP927

• Many-server queues
• queues with time-varying arrivals
• nonstationary queues
• customer abandonment
• nonexponential patience distribution
• heavy traffic
• functional central limit theorem
• Gaussian approximation
• deterministic fluid approximation

A many-server heavy-traffic FCLT is proved for the Gt/M/st + GI queueing model, having time-varying arrival rate and staffing, a general arrival process satisfying a FCLT, exponential service times and customer abandonment according to a general probability distribution. The FCLT provides theoretical support for the approximating deterministic fluid model the authors analyzed in a previous paper and a refined Gaussian process approximation, using variance formulas given here. The model is assumed to alternate between underloaded and overloaded intervals, with critical loading only at the isolated switching points. The proof is based on a recursive analysis of the system over these successive intervals, drawing heavily on previous results for infinite-server models. The FCLT requires careful treatment of the initial conditions for each interval.

• 出版日期2014-2