Open Access
December 2009 The G/GI/N queue in the Halfin–Whitt regime
Josh Reed
Ann. Appl. Probab. 19(6): 2211-2269 (December 2009). DOI: 10.1214/09-AAP609

Abstract

In this paper, we study the G/GI/N queue in the Halfin–Whitt regime. Our first result is to obtain a deterministic fluid limit for the properly centered and scaled number of customers in the system which may be used to provide a first-order approximation to the queue length process. Our second result is to obtain a second-order stochastic approximation to the number of customers in the system in the Halfin–Whitt regime. This is accomplished by first centering the queue length process by its deterministic fluid limit and then normalizing by an appropriate factor. We then proceed to obtain an alternative but equivalent characterization of our limiting approximation which involves the renewal function associated with the service time distribution. This alternative characterization reduces to the diffusion process obtained by Halfin and Whitt [Oper. Res. 29 (1981) 567–588] in the case of exponentially distributed service times.

Citation

Download Citation

Josh Reed. "The G/GI/N queue in the Halfin–Whitt regime." Ann. Appl. Probab. 19 (6) 2211 - 2269, December 2009. https://doi.org/10.1214/09-AAP609

Information

Published: December 2009
First available in Project Euclid: 25 November 2009

zbMATH: 1181.60137
MathSciNet: MR2588244
Digital Object Identifier: 10.1214/09-AAP609

Subjects:
Primary: 60F17 , 60K25 , 90B22
Secondary: 60G15 , 60G44 , 60K15

Keywords: diffusion approximation , Gaussian process , martingale , Queueing theory , weak convergence

Rights: Copyright © 2009 Institute of Mathematical Statistics

Vol.19 • No. 6 • December 2009
Back to Top