Diffusion limits of limited processor sharing queues (Q535214)

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Diffusion limits of limited processor sharing queues
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    Diffusion limits of limited processor sharing queues (English)
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    11 May 2011
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    The paper provides a diffusion approximation for a limited processor sharing single-server queue with infinite buffer. It is assumed that the server can serve simultaneously no more than \(K\) jobs. The rate of the service of each job is the reciprocal to the number of jobs being served. An arriving job immediately joins the server and starts to receive its service if at the moment of its arrival there are less than \(K\) jobs in the server. As soon as service of a job is finished, the job leaves the system. When, after a service completion in the server, the number of jobs there becomes equal to \(K-1\), the server selects the longest waiting job from the buffer, if any. Interarrival times are assumed to be generally distributed, and processing times are independent of each other and identically distributed. The main result of the paper is a theorem on the diffusion scaled limit to a reflected Brownian motion with specified drift, variance and initial value.
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    limited processor-sharing
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    heavy traffic
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    diffusion approximation
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    state-space collapse
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    measure-valued process
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