Large deviations analysis for the M/H2/n+MM/H_2/n + M queue in the Halfin-Whitt regime

We consider the FCFS $M/H_2/n + M$ queue in the Halfin-Whitt heavy traffic regime. It is known that the normalized sequence of steady-state queue length distributions is tight and converges weakly to a limiting random variable W. However, those works only describe W implicitly as the invariant measure of a complicated diffusion. Although it was proven by Gamarnik and Stolyar that the tail of W is sub-Gaussian, the actual value of $\lim_{x \rightarrow \infty}x^{-2}\log(P(W >x))$ was left open. In subsequent work, Dai and He conjectured an explicit form for this exponent, which was insensitive to the higher moments of the service distribution. We explicitly compute the true large deviations exponent for W when the abandonment rate is less than the minimum service rate, the first such result for non-Markovian queues with abandonments. Interestingly, our results resolve the conjecture of Dai and He in the negative. Our main approach is to extend the stochastic comparison framework of Gamarnik and Goldberg to the setting of abandonments, requiring several novel and non-trivial contributions. Our approach sheds light on several novel ways to think about multi-server queues with abandonments in the Halfin-Whitt regime, which should hold in considerable generality and provide new tools for analyzing these systems

Stochastic lattice models for the dynamics of linear polymers

Linear polymers are represented as chains of hopping reptons and their motion is described as a stochastic process on a lattice. This admittedly crude approximation still catches essential physics of polymer motion, i.e. the universal properties as function of polymer length. More than the static properties, the dynamics depends on the rules of motion. Small changes in the hopping probabilities can result in different universal behavior. In particular the cross-over between Rouse dynamics and reptation is controlled by the types and strength of the hoppings that are allowed. The properties are analyzed using a calculational scheme based on an analogy with one-dimensional spin systems. It leads to accurate data for intermediately long polymers. These are extrapolated to arbitrarily long polymers, by means of finite-size-scaling analysis. Exponents and cross-over functions for the renewal time and the diffusion coefficient are discussed for various types of motion.Comment: 60 pages, 19 figure