Spectral gap of the Erlang A model in the Halfin-Whitt regime

TL;DR

This paper analyzes the spectral gap of the Erlang A queue in the Halfin-Whitt regime, providing explicit formulas and asymptotic behaviors that reveal slow convergence in overloaded systems with minimal abandonments.

Contribution

It derives an explicit expression for the spectral gap of the queue's diffusion approximation and explores its asymptotic properties under different abandonment scenarios.

Findings

Spectral gap explicitly characterized via Laplace transform.

Convergence to equilibrium slows down in overloaded systems with small abandonments.

Asymptotic behaviors differ significantly between small and large abandonment effects.

Abstract

We consider a hybrid diffusion process that is a combination of two Ornstein-Uhlenbeck processes with different restraining forces. This process serves as the heavy-traffic approximation to the Markovian many-server queue with abandonments in the critical Halfin-Whitt regime. We obtain an expression for the Laplace transform of the time-dependent probability distribution, from which the spectral gap is explicitly characterized. The spectral gap gives the exponential rate of convergence to equilibrium. We further give various asymptotic results for the spectral gap, in the limits of small and large abandonment effects. It turns out that convergence to equilibrium becomes extremely slow for overloaded systems with small abandonment effects.