Transient behavior of the Halfin-Whitt diffusion
AbstractWe consider the heavy-traffic approximation to the GI/M/s queueing system in the Halfin-Whitt regime, where both the number of servers s and the arrival rate [lambda] grow large (taking the service rate as unity), with and [beta] some constant. In this asymptotic regime, the queue length process can be approximated by a diffusion process that behaves like a Brownian motion with drift above zero and like an Ornstein-Uhlenbeck process below zero. We analyze the transient behavior of this hybrid diffusion process, including the transient density, approach to equilibrium, and spectral properties. The transient behavior is shown to depend on whether [beta] is smaller or larger than the critical value [beta]*[approximate]1.85722, which confirms the recent result of Gamarnik and Goldberg (2008) .
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Elsevier in its journal Stochastic Processes and their Applications.
Volume (Year): 121 (2011)
Issue (Month): 7 (July)
Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If references are entirely missing, you can add them using this form.