Diffusion-scale tightness of invariant distributions of a large-scale flexible service system

Research output: Contribution to journalArticle

Abstract

A large-scale service system with multiple customer classes and multiple server pools is considered, with the mean service time depending both on the customer class and server pool. The allowed activities (routeing choices) form a tree (in the graph with vertices being both customer classes and server pools). We study the behavior of the system under a leaf activity priority (LAP) policy, introduced by Stolyar and Yudovina (2012). An asymptotic regime is considered, where the arrival rate of customers and number of servers in each pool tend to ∞ in proportion to a scaling parameter r, while the overall system load remains strictly subcritical. We prove tightness of diffusion-scaled (centered at the equilibrium point and scaled down by r-1/2) invariant distributions. As a consequence, we obtain a limit interchange result: the limit of diffusion-scaled invariant distributions is equal to the invariant distribution of the limiting diffusion process.

Original languageEnglish (US)
Pages (from-to)251-269
Number of pages19
JournalAdvances in Applied Probability
Volume47
Issue number1
StatePublished - Mar 1 2015
Externally publishedYes

Keywords

  • Diffusion limit
  • Fluid limit
  • Limit interchange
  • Many-server model
  • Priority discipline
  • Tightness of invariant distribution

ASJC Scopus subject areas

  • Statistics and Probability
  • Applied Mathematics

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