Finite-Time Behavior of Erlang-C Model: Mixing Time, Mean Queue Length and Tail Bounds
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| Format: | Preprint |
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2025
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| _version_ | 1866915464934850560 |
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| author | Nguyen, Hoang Huy Varma, Sushil Mahavir Maguluri, Siva Theja |
| author_facet | Nguyen, Hoang Huy Varma, Sushil Mahavir Maguluri, Siva Theja |
| contents | Service systems like data centers and ride-hailing are popularly modeled as queueing systems in the literature. Such systems are primarily studied in the steady state due to their analytical tractability. However, almost all applications in real life do not operate in a steady state, so there is a clear discrepancy in translating theoretical queueing results to practical applications. To this end, we provide a finite-time convergence for Erlang-C systems (also known as $M/M/n$ queues), providing a stepping stone towards understanding the transient behavior of more general queueing systems. We obtain a bound on the Chi-square distance between the finite time queue length distribution and the stationary distribution for a finite number of servers. We then use these bounds to study the behavior in the many-server heavy-traffic asymptotic regimes. The Erlang-C model exhibits a phase transition at the so-called Halfin-Whitt regime. We show that our mixing rate matches the limiting behavior in the Super-Halfin-Whitt regime, and matches up to a constant factor in the Sub-Halfin-Whitt regime.
To prove such a result, we employ the Lyapunov-Poincaré approach, where we first carefully design a Lyapunov function to obtain a negative drift outside a finite set. Within the finite set, we develop different strategies depending on the properties of the finite set to get a handle on the mixing behavior via a local Poincaré inequality. A key aspect of our methodological contribution is in obtaining tight guarantees in these two regions, which when combined give us tight mixing time bounds. We believe that this approach is of independent interest for studying mixing in reversible countable-state Markov chains more generally. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2504_02207 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Finite-Time Behavior of Erlang-C Model: Mixing Time, Mean Queue Length and Tail Bounds Nguyen, Hoang Huy Varma, Sushil Mahavir Maguluri, Siva Theja Probability Performance C.4; G.3 Service systems like data centers and ride-hailing are popularly modeled as queueing systems in the literature. Such systems are primarily studied in the steady state due to their analytical tractability. However, almost all applications in real life do not operate in a steady state, so there is a clear discrepancy in translating theoretical queueing results to practical applications. To this end, we provide a finite-time convergence for Erlang-C systems (also known as $M/M/n$ queues), providing a stepping stone towards understanding the transient behavior of more general queueing systems. We obtain a bound on the Chi-square distance between the finite time queue length distribution and the stationary distribution for a finite number of servers. We then use these bounds to study the behavior in the many-server heavy-traffic asymptotic regimes. The Erlang-C model exhibits a phase transition at the so-called Halfin-Whitt regime. We show that our mixing rate matches the limiting behavior in the Super-Halfin-Whitt regime, and matches up to a constant factor in the Sub-Halfin-Whitt regime. To prove such a result, we employ the Lyapunov-Poincaré approach, where we first carefully design a Lyapunov function to obtain a negative drift outside a finite set. Within the finite set, we develop different strategies depending on the properties of the finite set to get a handle on the mixing behavior via a local Poincaré inequality. A key aspect of our methodological contribution is in obtaining tight guarantees in these two regions, which when combined give us tight mixing time bounds. We believe that this approach is of independent interest for studying mixing in reversible countable-state Markov chains more generally. |
| title | Finite-Time Behavior of Erlang-C Model: Mixing Time, Mean Queue Length and Tail Bounds |
| topic | Probability Performance C.4; G.3 |
| url | https://arxiv.org/abs/2504.02207 |