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Heavy traffic analysis of roving server networks
Authors:M. A. A. Boon  R. D. van der Mei  E. M. M. Winands
Affiliation:1. Eurandom and Department of Mathematics and Computer Science, Eindhoven University of Technology, Eindhoven, The Netherlands;2. Department of Mathematics, Section Stochastics, VU University, Amsterdam, The Netherlands;3. Centre for Mathematics and Computer Science (CWI), Amsterdam, The Netherlands;4. Korteweg-de Vries Institute for Mathematics, University of Amsterdam, Amsterdam, The Netherlands
Abstract:This article studies the heavy-traffic (HT) behavior of queueing networks with a single roving server. External customers arrive at the queues according to independent renewal processes and after completing service, a customer either leaves the system or is routed to another queue. This type of customer routing in queueing networks arises very naturally in many application areas (in production systems, computer- and communication networks, maintenance, etc.). In these networks, the single most important characteristic of the system performance is oftentimes the path time, i.e., the total time spent in the system by an arbitrary customer traversing a specific path. The current article presents the first HT asymptotic for the path-time distribution in queueing networks with a roving server under general renewal arrivals. In particular, we provide a strong conjecture for the system’s behavior under HT extending the conjecture of Coffman et al.[8 Coffman, Jr, E. G.; Puhalskii, A. A.; Reiman, M. I,. Polling systems with zero switchover times: A heavy-traffic averaging principle. Ann. App. Prob. 1995, 5(3), 681719.[Crossref], [Web of Science ®] [Google Scholar],9 Coffman, Jr., E. G.; Puhalskii, A. A.; Reiman, M. I,. Polling systems in heavy-traffic: A Bessel process limit. Math. Oper. Res. 1998, 23, 257304.[Crossref], [Web of Science ®] [Google Scholar]] to the roving server setting of the current article. By combining this result with novel light-traffic asymptotics, we derive an approximation of the mean path time for arbitrary values of the load and renewal arrivals. This approximation is not only highly accurate for a wide range of parameter settings, but is also exact in various limiting cases.
Keywords:Approximation  heavy traffic  path times  queueing network  waiting times
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