Tightness of stationary distributions of a flexible-server system in the Halfin-Whitt asymptotic regime

Abstract

We consider a large-scale flexible service system with two large server pools and two types of customers. Servers in pool 1 can only serve type 1 customers, while server in pool 2 are flexible -- they can serve both types 1 and 2. (This is a so-called "N-system." Our results hold for a more general class of systems as well.) The service rate of a customer depends both on its type and the pool where it is served. We study a priority service discipline, where type 2 has priority in pool 2, and type 1 prefers pool 1. We consider the Halfin-Whitt asymptotic regime, where the arrival rate of customers and the number of servers in each pool increase to infinity in proportion to a scaling parameter $n$, while the overall system capacity exceeds its load by $O(\sqrt{n})$. For this system we prove tightness of diffusion-scaled stationary distributions. Our approach relies on a single common Lyapunov function $G^{(n)}(x)$, depending on parameter $n$ and defined on the entire state space as a functional of the {\em drift-based fluid limits} (DFL). Specifically, $G^{(n)}(x)={\int }_0^{\infty }g(y^{(n)}(t))dt$, where $y^{(n)}(\cdot )$ is the DFL starting at $x$, and $g(\cdot )$ is a "distance" to the origin. ($g(\cdot )$ is same for all $n$). The key part of the analysis is the study of the (first and second) derivatives of the DFLs and function $G^{(n)}(x)$. The approach, as well as many parts of the analysis, are quite generic and may be of independent interest.

22 pages, 3 figures