2008
DOI: 10.1007/s11134-008-9070-0
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Corrected asymptotics for a multi-server queue in the Halfin-Whitt regime

Abstract: To investigate the quality of heavy-traffic approximations for queues with many servers, we consider the steady-state number of waiting customers in an M/D/s queue as s → ∞. In the Halfin-Whitt regime, it is well known that this random variable converges to the supremum of a Gaussian random walk. This paper develops methods that yield more accurate results in terms of series expansions and inequalities for the probability of an empty queue, and the mean and variance of the queue length distribution. This quant… Show more

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Cited by 22 publications
(29 citation statements)
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“…For this, we derive a lower bound on the delay probability that is explicit in β, using the lower bound in Theorem 1, and using that γ < β and also α < β, cf. [12], Lemma 7. Combining these bounds yields…”
Section: A Corrected Optimization Problemmentioning
confidence: 99%
“…For this, we derive a lower bound on the delay probability that is explicit in β, using the lower bound in Theorem 1, and using that γ < β and also α < β, cf. [12], Lemma 7. Combining these bounds yields…”
Section: A Corrected Optimization Problemmentioning
confidence: 99%
“…Indeed, if λ → ∞, then proportional capacity growth results in W = 0, see e.g. Janssen et al (2008) for the asymptotic analysis of a similar slotted model with S equal to a constant.…”
Section: Two-moment Approximationmentioning
confidence: 99%
“…The idea of bringing P(A λ ≤ s) into quasi-Gaussian form has been introduced by the authors in their recent paper [15] on corrected asymptotics in the Halfin-Whitt regime for the delay probability in the M/D/s queue. In [15] a detailed analysis of y was presented for the case λ < s. The present setting requires additional analysis for the case λ ≥ s. Moreover, in the present paper we fully exploit the fact that the quasi-Gaussian form permits us to derive bounds on P(A λ ≤ s) by deriving bounds on y and its derivative y ′ .…”
Section: Introductionmentioning
confidence: 99%
“…In [15] a detailed analysis of y was presented for the case λ < s. The present setting requires additional analysis for the case λ ≥ s. Moreover, in the present paper we fully exploit the fact that the quasi-Gaussian form permits us to derive bounds on P(A λ ≤ s) by deriving bounds on y and its derivative y ′ . The bounds on P(A λ ≤ s) are of the Berry-Esséen type except that we again express our approximation in terms of α instead of β.…”
Section: Introductionmentioning
confidence: 99%