NEAR EQUILIBRIUM FLUCTUATIONS FOR SUPERMARKET MODELS WITH GROWING CHOICES
ANNALS OF APPLIED PROBABILITY(2022)
摘要
We consider the supermarket model in the usual Markovian setting where jobs arrive at rate n.n for some lambda(n) > 0, with n parallel servers each processing jobs in its queue at rate 1. An arriving job joins the shortest among d(n) <= n randomly selected service queues. We show that when d(n) -> infinity and lambda(n) -> lambda is an element of (0,infinity), under natural conditions on the initial queues, the state occupancy process converges in probability, in a suitable path space, to the unique solution of an infinite system of constrained ordinary differential equations parametrized by lambda. Our main interest is in the study of fluctuations of the state process about its near equilibrium state in the critical regime, namely when lambda(n) -> 1. Previous papers, for example, (Stoch. Syst. 8 (2018) 265-292) have considered the regime d(n)/root n log n -> infinity while the objective of the current work is to develop diffusion approximations for the state occupancy process that allow for all possible rates of growth of d(n). In particular, we consider the three canonical regimes (a) d(n)/root n -> 0; (b)d(n)/root n -> c is an element of(0,infinity) and, (c) d(n)/root n -> infinity. In all three regimes, we show, by establishing suitable functional limit theorems, that (under conditions on lambda(n)) fluctuations of the state process about its near equilibrium are of order n(-1/2) and are governed asymptotically by a one-dimensional Brownian motion. The forms of the limit processes in the three regimes are quite different; in the first case, we get a linear diffusion; in the second case, we get a diffusion with an exponential drift; and in the third case we obtain a reflected diffusion in a half space. In the special case d(n)/(root n log n) -> infinity, our work gives alternative proofs for the universality results established in (Stoch. Syst. 8 (2018) 265-292).
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关键词
Power of choice, join-the-shortest-queue, fluid limits, heavy traffic, Halfin-Whitt, load balancing, diffusion approximations, Skorohod problem, reflected diffusions, functional limit theorems
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