Many-server asymptotics for join-the-shortest-queue: Large deviations and rare events

نویسندگان

چکیده

The join-the-shortest-queue routing policy is studied in an asymptotic regime where the number of processors n scales with arrival rate. A large deviation principle (LDP) for occupancy process established, as n→∞, a suitable infinite-dimensional path space. Model features that present technical challenges include, Markovian dynamics discontinuous statistics, diminishing rate property transition probability rates, and state difficulty proof Laplace lower bound which requires establishing uniqueness solutions certain systems controlled ordinary differential equations. LDP gives information on decay probabilities various types rare events associated system. We illustrate this by explicit exponential rates long queues. In particular, denoting Ejn(T) event there at least one queue j or more jobs some time instant over [0,T], we show that, critical case, T, P(Ejn(T))≈exp[−n(j−2)24T].

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ژورنال

عنوان ژورنال: Annals of Applied Probability

سال: 2021

ISSN: ['1050-5164', '2168-8737']

DOI: https://doi.org/10.1214/20-aap1650