Moderate deviations of many-server queues in the Halfin-Whitt regime and weak convergence methods
Fuente:
arXiv
Saved in:
| Main Author: | |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866916585896148992 |
|---|---|
| author | Puhalskii, Anatolii |
| author_facet | Puhalskii, Anatolii |
| contents | This paper obtains logarithmic asymptotics of moderate deviations of the stochastic process of the number of customers in a many--server queue with generally distributed interarrival and service times in the Halfin--Whitt heavy traffic regime. The deviation function is expressed in terms of the solution to a Fredholm equation of the second kind. The proof uses characterisation of large deviation relatively compact sequences of probability measures as exponentially tight ones. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2305_01612 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Moderate deviations of many-server queues in the Halfin-Whitt regime and weak convergence methods Puhalskii, Anatolii Probability This paper obtains logarithmic asymptotics of moderate deviations of the stochastic process of the number of customers in a many--server queue with generally distributed interarrival and service times in the Halfin--Whitt heavy traffic regime. The deviation function is expressed in terms of the solution to a Fredholm equation of the second kind. The proof uses characterisation of large deviation relatively compact sequences of probability measures as exponentially tight ones. |
| title | Moderate deviations of many-server queues in the Halfin-Whitt regime and weak convergence methods |
| topic | Probability |
| url | https://arxiv.org/abs/2305.01612 |