Moderate deviations of many-server queues via idempotent processes
Abstract 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 inter-arrival and service times under a heavy-traffic scaling akin to the Halfin–Whitt regime. The deviation function is expressed in terms of the solution to a Fredholm equation of the second kind. A key element of the proof is the large-deviation principle in the scaling of moderate deviations for the sequential empirical process. The techniques of large-deviation convergence and idempotent processes are used extensively.
Authors
- Anatolii A. Puhalskii
Institutions
- Institute for Information Transmission Problems (RU)
Publication Details
- Journal
- Advances in Applied Probability
- Published
- 2024-12-20
- DOI
- https://doi.org/10.1017/apr.2024.62
- Citations
- 2
- Primary Topic
- Advanced Queuing Theory Analysis
- Type
- article
- Field-Weighted Citation Impact
- 1.06