Uniform limiting distribution in the profit-driven regime

Let ϵηη>0\\{\epsilon_\eta\\}_{\eta>0} and τηη>0\\{\tau_\eta\\}_{\eta>0} satisfy

limηϵητη=.\lim_{\eta\rightarrow\infty}\epsilon_\eta\tau_\eta=\infty.

For each η>0\eta>0, consider the positive recurrent DTMC zη(k):kZ+\\{z_\eta(k):k\in\mathbb{Z}_+\\} under functions ϕc()\phi^c(\cdot) and ϕs()\phi^s(\cdot) satisfying the negative-drift condition, and let zˉη\bar{z}_\eta denote its steady-state random variable. Let Φ\Phi^\star be the nonempty set of minimizers of

0x(ϕs(t)ϕc(t)),dt.\int_0^x\bigl(\phi^s(t)-\phi^c(t)\bigr)\\,dt.

Profit-driven regime conjecture. The scaled steady-state variable should satisfy

zˉητηDU(Φ).\frac{\bar{z}_\eta}{\tau_\eta}\overset{D}{\longrightarrow}\mathcal{U}(\Phi^\star).

The conjecture predicts that, as the product ϵητη\epsilon_\eta\tau_\eta diverges, the limiting distribution is uniform on the minimizers of the potential function. The paper notes that proving this is difficult; the corresponding uniform limit is proved only in a special case.

Sources & referencesView supporting material

Primary source

Sushil Mahavir Varma and Siva Theja Maguluri, “A Heavy Traffic Theory of Matching Queues”, arXiv:2110.10375 (2026).

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