A Skorokhod problem formulation and large deviation analysis of a processor sharing model

DOI10.1023/A:1019186720196MaRDI QIDQ1127041zbMATH OpenOpenAlexFDO

Authors Paul Dupuis, Kavita Ramanan

Publication date 9 August 1998

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1019186720196

zbMATH Keywords

Skorokhod problemprocessor sharinglarge deviation estimates

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

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Cited in

(15)

• Class-specific quality of service guarantees in multimedia communication networks
• Fluid and heavy traffic diffusion limits for a generalized processor sharing model
• Characterization of stationary distributions of reflected diffusions
• The Skorohod oblique reflection problem in time-dependent domains
• scientific article; zbMATH DE number 3886854 (Why is no real title available?)
• A Skorokhod map on measure-valued paths with applications to priority queues
• On directional derivatives of Skorokhod maps in convex polyhedral domains
• Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows
• The heavy traffic limit of an unbalanced generalized processor sharing model
• Convex duality and the Skorokhod problem. II
• A Dirichlet process characterization of a class of reflected diffusions
• Sensitivity analysis for the stationary distribution of reflected Brownian motion in a convex polyhedral cone
• Asymptotic behavior of generalized processor sharing queues under subexponential assumptions
• Largest weighted delay first scheduling: Large deviations and optimality
• Analysis of generalized processor-sharing systems with two classes of customers and exponential services

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