Many-server Gaussian limits for overloaded non-Markovian queues with customer abandonment

Extending Ward Whitt's pioneering work Fluid Models for Multiserver Queues with Abandonments, Operations Research, 54(1) 37-54, 2006, this paper establishes a many-server heavy-traffic functional central limit theorem for the overloaded queue with stationary arrivals, nonexponential service times, n identical servers, and nonexponential patience times. Process-level convergence to non-Markovian Gaussian limits is established as the number of servers goes to infinity for key performance processes such as the waiting times, queue length, abandonment and departure processes. Analytic formulas are developed to characterize the distributions of these Gaussian limits.