A Note on Load Balancing in Many-Server Heavy-Traffic Regime

In this note, we apply Steins method to analyze the performance of general load balancing schemes in the many-server heavy-traffic regime. In particular, consider a load balancing system of $N$ servers and the distance of arrival rate to the capacity region is given by $N^{1-alpha}$ with $alpha > 1$. We are interested in the performance as $N$ goes to infinity under a large class of policies. We establish different asymptotics under different scalings and conditions. Specifically, (i) If the second moments linearly increase with $N$ with coefficients $sigma_a^2$ and $ u_s^2$, then for any $alpha > 4$, the distribution of the sum queue length scaled by $N^{-alpha}$ converges to an exponential random variable with mean $frac{sigma_a^2 + u_s^2}{2}$. (3) If the second moments quadratically increase with $N$ with coefficients $tilde{sigma}_a^2$ and $tilde{ u}_s^2$, then for any $alpha > 3$, the distribution of the sum queue length scaled by $N^{-alpha-1}$ converges to an exponential random variable with mean $frac{tilde{sigma}_a^2 + tilde{ u}_s^2}{2}$. Both results are simple applications of our previously developed framework of Steins method for heavy-traffic analysis in cite{zhou2020note}.