Heavy-traffic fluid limits for periodic infinite-server queues

Heavy-traffic fluid limits for periodic infinite-server queues

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Article ID: iaor20163717
Volume: 84
Issue: 1
Start Page Number: 111
End Page Number: 143
Publication Date: Oct 2016
Journal: Queueing Systems
Authors:
Keywords: stochastic processes, markov processes, simulation
Abstract:

To better understand what stochastic model might be appropriate in applications with system data, we study the consequences of fitting a stationary birth‐and‐death (BD) process to the sample path of a periodic M t / G I / equ1 model. The fitted BD process will necessarily have the correct steady‐state distribution (appropriately defined), but will not have the correct transient behavior. Nevertheless, the fitted birth‐rate and death‐rate functions have structure determined by the M t / G I / equ2 model that should be seen with data if the M t / G I / equ3 model is appropriate. In this paper, we establish heavy‐traffic fluid limits that yield explicit approximation formulas for the fitted birth‐rate and death‐rate functions that can help evaluate whether a periodic M t / G I / equ4 model is appropriate. We also establish many‐server heavy‐traffic fluid limits for the steady‐state distribution in the periodic M t / G I / equ5 model. For the special case of sinusoidal arrival rates, the limiting steady‐state distribution has an arcsine law.

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