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- W4297918077 abstract "We consider the so-called GI/GI/N queueing network in which a stream of jobs with independent and identically distributed service times arrive according to a renewal process to a common queue served by $N$ identical servers in a First-Come-First-Serve manner. We introduce a two-component infinite-dimensional Markov process that serves as a diffusion model for this network, in the regime where the number of servers goes to infinity and the load on the network scales as $1 - beta N^{-1/2}+ o(N^{-1/2})$ for some $beta > 0$. Under suitable assumptions, we characterize this process as the unique solution to a pair of stochastic evolution equations comprised of a real-valued It^{o} equation and a stochastic partial differential equation on the positive half line, which are coupled together by a nonlinear boundary condition. We construct an asymptotic (equivalent) coupling to show that this Markov process has a unique invariant distribution. This invariant distribution is shown in a companion paper [1] to be the limit of the sequence of suitably scaled and centered stationary distributions of the GI/GI/N network, thus resolving (for a large class service distributions) an open problem raised by Halfin and Whitt in 1981. The methods introduced here are more generally applicable for the analysis of a broader class of networks." @default.
- W4297918077 created "2022-10-01" @default.
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- W4297918077 date "2015-12-09" @default.
- W4297918077 modified "2023-10-16" @default.
- W4297918077 title "Ergodicity of an SPDE Associated with a Many-Server Queue" @default.
- W4297918077 doi "https://doi.org/10.48550/arxiv.1512.02929" @default.
- W4297918077 hasPublicationYear "2015" @default.
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