具有 11-ρ 缩放功能的多服务器队列的简单明确界限

IF 16.4 1区 化学 Q1 CHEMISTRY, MULTIDISCIPLINARY
Yuan Li, David A. Goldberg
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引用次数: 0

摘要

我们考虑了先到先服务(FCFS)[公式:见正文]队列,并证明了第一个简单明了的边界,在到达时间具有有限的第二矩,而服务时间对于某个[公式:见正文]具有有限的[公式:见正文]矩的假设条件下,其规模与[公式:见正文]一样。这里,ρ 表示相应的交通强度。从概念上讲,我们的结果可以看作是 Kingman 约束的多服务器类似物。我们的主要结果是对稳态队列长度尾部和稳态延迟概率的约束。我们的边界强度(如尾部衰减率形式)是服务分布中多少时刻被假定为有限的函数。即使在服务器数量增加、流量强度同时趋于统一(如 Halfin-Whitt 缩放机制)的情况下,我们的边界也能从容扩展。在某些渐进机制中,我们的某些边界扩展比[公式:见正文]更好。在这些相同的渐进机制中,我们还证明了服务中稳态数量尾部的边界。我们的主要证明是通过明确分析 Gamarnik 和 Goldberg 针对多服务器队列的随机比较界限中出现的界限过程来进行的。在此过程中,我们推导出了随机漫步和集合更新过程的几个新结果,这些结果可能会引起人们的兴趣。我们还利用漂移论证证明了几个额外的边界(漂移论证的前因要小得多),并指出了一个猜想,这将意味着进一步的相关边界和概括。我们还证明,当服务分布的所有矩都是有限的,并且满足温和的增长率假设时,我们的边界可以得到加强,以产生明确的尾部估计值,衰减为[公式:见正文],而[公式:见正文]则取决于这些矩的增长率:感谢美国国家科学基金会[Grant 1333457]的资助:补充附录见 https://doi.org/10.1287/moor.2022.0131 。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Simple and Explicit Bounds for Multiserver Queues with 11−ρ Scaling
We consider the first-come-first-serve (FCFS) [Formula: see text] queue and prove the first simple and explicit bounds that scale as [Formula: see text] under only the assumption that interarrival times have finite second moment, and service times have finite [Formula: see text] moment for some [Formula: see text]. Here, ρ denotes the corresponding traffic intensity. Conceptually, our results can be viewed as a multiserver analogue of Kingman’s bound. Our main results are bounds for the tail of the steady-state queue length and the steady-state probability of delay. The strength of our bounds (e.g., in the form of tail decay rate) is a function of how many moments of the service distribution are assumed finite. Our bounds scale gracefully, even when the number of servers grows large and the traffic intensity converges to unity simultaneously, as in the Halfin-Whitt scaling regime. Some of our bounds scale better than [Formula: see text] in certain asymptotic regimes. In these same asymptotic regimes, we also prove bounds for the tail of the steady-state number in service. Our main proofs proceed by explicitly analyzing the bounding process that arises in the stochastic comparison bounds of Gamarnik and Goldberg for multiserver queues. Along the way, we derive several novel results for suprema of random walks and pooled renewal processes, which may be of independent interest. We also prove several additional bounds using drift arguments (which have much smaller prefactors) and point out a conjecture that would imply further related bounds and generalizations. We also show that when all moments of the service distribution are finite and satisfy a mild growth rate assumption, our bounds can be strengthened to yield explicit tail estimates decaying as [Formula: see text], with [Formula: see text], depending on the growth rate of these moments.Funding: Financial support from the National Science Foundation [Grant 1333457] is gratefully acknowledged.Supplemental Material: The supplemental appendix is available at https://doi.org/10.1287/moor.2022.0131 .
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来源期刊
Accounts of Chemical Research
Accounts of Chemical Research 化学-化学综合
CiteScore
31.40
自引率
1.10%
发文量
312
审稿时长
2 months
期刊介绍: Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.
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