BRAVO for many-server QED systems with finite buffers

TL;DR

This paper proves that the BRAVO phenomenon, which reduces output variance, occurs in finite-buffer many-server systems operating in the QED heavy-traffic regime, based on asymptotic analysis of birth-death processes.

Contribution

It extends the understanding of BRAVO to finite-buffer Markovian many-server systems in the QED regime, providing new theoretical insights.

Findings

BRAVO occurs in finite-buffer QED systems

Asymptotic variance of departure process is reduced by balancing

Results are derived from limits of birth-death process formulas

Abstract

This paper demonstrates the occurrence of the feature called BRAVO (Balancing Reduces Asymptotic Variance of Output) for the departure process of a finite-buffer Markovian many-server system in the QED (Quality and Efficiency-Driven) heavy-traffic regime. The results are based on evaluating the limit of a formula for the asymptotic variance of death counts in finite birth--death processes.