The heavy traffic limit of an unbalanced generalized processor sharing model

DOI10.1214/07-AAP438zbMath1144.60056arXiv0801.3174OpenAlexW2092305220WikidataQ101947577 ScholiaQ101947577MaRDI QIDQ2476397

Kavita Ramanan, Martin I. Reiman

Publication date: 19 March 2008

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.3174

zbMATH Keywords

diffusion approximationqueueing networksinvariant manifoldgeneralized processor sharingfluid limitsHeavy traffic

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Functional limit theorems; invariance principles (60F17)

Related Items (17)

On directional derivatives of Skorokhod maps in convex polyhedral domains ⋮ The Skorohod oblique reflection problem in time-dependent domains ⋮ Positive recurrence for reflecting Brownian motion in higher dimensions ⋮ On Viscosity Solution of HJB Equations with State Constraints and Reflection Control ⋮ A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains ⋮ Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity ⋮ Stochastic variational inequalities with oblique subgradients ⋮ An ergodic control problem for many-server multiclass queueing systems with cross-trained servers ⋮ An explicit formula for the Skorokhod map on \([0,a\)] ⋮ Two coupled queues with vastly different arrival rates: critical loading case ⋮ Interacting queues in heavy traffic ⋮ A Dirichlet process characterization of a class of reflected diffusions ⋮ Characterization of stationary distributions of reflected diffusions ⋮ The Skorokhod problem in a time-dependent interval ⋮ Explicit solutions of the extended Skorokhod problems in affine transformations of time-dependent strata ⋮ Sensitivity Analysis for the Stationary Distribution of Reflected Brownian Motion in a Convex Polyhedral Cone ⋮ Pathwise differentiability of reflected diffusions in convex polyhedral domains

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