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Novel heavy-traffic regimes for large-scale service systems

Published 19 Nov 2014 in math.PR | (1411.5251v1)

Abstract: We introduce a family of heavy-traffic regimes for large scale service systems, presenting a range of scalings that include both moderate and extreme heavy traffic, as compared to classical heavy traffic. The heavy-traffic regimes can be translated into capacity sizing rules that lead to Economies-of-Scales, so that the system utilization approaches 100% while congestion remains limited. We obtain heavy-traffic approximations for stationary performance measures in terms of asymptotic expansions, using a non-standard saddle point method, tailored to the specific form of integral expressions for the performance measures, in combination with the heavy-traffic regimes.

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