A functional central limit theorem in equilibrium for a large network in which customers join the shortest of several queues

Carl Graham

Published 2003-12-17, updated 2004-03-31Version 2

We consider N single server infinite buffer queues with service rate beta. Customers arrive at rate N times alpha,choose L queues uniformly, and join the shortest one. The stability condition is alpha strictly less than beta. We study in equilibrium the sequence of the fraction of queues of length at least k, in the large N limit. We prove a functional central limit theorem on an infinite-dimensional Hilbert space with its weak topology, with limit a stationary Ornstein-Uhlenbeck process. We use ergodicity and justify the inversion of limits of long times and large sizes N by a compactness-uniqueness method. The main tool for proving tightness of the ill-known invariant laws and ergodicity of the limit is a global exponential stability result for the nonlinear dynamical system obtained in the functional law of large numbers limit.