Heavy Traffic Limits for Queues with Many Deterministic Servers

Consider a sequence of stationary GI/D/Nqueues indexed by N↑∞, with servers' utilization \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$1 - \beta /\sqrt N ,\beta >0$$ \end{document}. For such queues we show that the scaled waiting times \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\sqrt N W_N $$ \end{document} converge to the (finite) supremum of a Gaussian random walk with drift −β. This further implies a corresponding limit for the number of customers in the system, an easily computable non-degenerate limiting delay probability in terms of Spitzer's random-walk identities, and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\sqrt N $$ \end{document}rate of convergence for the latter limit. Our asymptotic regime is important for rational dimensioning of large-scale service systems, for example telephone- or internet-based, since it achieves, simultaneously, arbitrarily high service-quality and utilization-efficiency.