Steady-State Convergence of the Continuous-Time Routing System with General Distributions in Heavy Traffic

Fuente: arXiv
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Main Authors: Guang, Jin, Xu, Yaosheng, Dai, J. G.
Format: Preprint
Published: 2024
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author Guang, Jin
Xu, Yaosheng
Dai, J. G.
author_facet Guang, Jin
Xu, Yaosheng
Dai, J. G.
contents This paper examines a continuous-time routing system with general interarrival and service time distributions, operating under the join-the-shortest-queue and power-of-two-choices policies. Under a weaker set of assumptions than those commonly found in the literature, we prove that the scaled steady-state queue length at each station converges weakly to an identical exponential random variable in heavy traffic. Specifically, our results hold under the assumption of the $(2 + δ_0)$th moment for the interarrival and service distributions with some $δ_0 > 0$. The proof leverages the Palm version of the basic adjoint relationship (BAR) as a key technique.
format Preprint
id arxiv_https___arxiv_org_abs_2405_10876
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Steady-State Convergence of the Continuous-Time Routing System with General Distributions in Heavy Traffic
Guang, Jin
Xu, Yaosheng
Dai, J. G.
Probability
This paper examines a continuous-time routing system with general interarrival and service time distributions, operating under the join-the-shortest-queue and power-of-two-choices policies. Under a weaker set of assumptions than those commonly found in the literature, we prove that the scaled steady-state queue length at each station converges weakly to an identical exponential random variable in heavy traffic. Specifically, our results hold under the assumption of the $(2 + δ_0)$th moment for the interarrival and service distributions with some $δ_0 > 0$. The proof leverages the Palm version of the basic adjoint relationship (BAR) as a key technique.
title Steady-State Convergence of the Continuous-Time Routing System with General Distributions in Heavy Traffic
topic Probability
url https://arxiv.org/abs/2405.10876