DIFFUSION LIMITS OF LIMITED PROCESSOR SHARING QUEUES

成果类型:
Article
署名作者:
Zhang, Jiheng; Dai, J. G.; Zwart, Bert
署名单位:
Hong Kong University of Science & Technology; University System of Georgia; Georgia Institute of Technology; Centrum Wiskunde & Informatica (CWI)
刊物名称:
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN:
1050-5164
DOI:
10.1214/10-AAP709
发表日期:
2011
页码:
745-799
关键词:
摘要:
We consider a processor sharing queue where the number of jobs served at any time is limited to K, with the excess jobs waiting in a buffer. We use random counting measures on the positive axis to model this system. The limit of this measure-valued process is obtained under diffusion scaling and heavy traffic conditions. As a consequence, the limit of the system size process is proved to be a piece-wise reflected Brownian motion.