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.

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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
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article

Moderate deviations of many-server queues via idempotent processes

Anatolii A. Puhalskii
2 citations
Advances in Applied Probability
Advanced Queuing Theory Analysis
1.06
article

Moderate deviations of many-server queues via idempotent processes

Anatolii A. Puhalskii
article en
2 citations

Abstract

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.

Advances in Applied ProbabilityVol. 57(2)
Institute for Information Transmission Problems (RU)
Openalex Percentile: Top 16%
Advanced Queuing Theory Analysis
1.06
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