A note on non-existence of diffusion limits for serve-the-longest-queue when the buffers are equal in size
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Publication:287770
DOI10.1214/16-ECP4370zbMATH Open1338.60096arXiv1506.05044MaRDI QIDQ287770FDOQ287770
Authors: Rami Atar, Subhamay Saha 
Publication date: 23 May 2016
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Abstract: We consider the serve-the-longest-queue discipline for a multiclass queue with buffers of equal size, operating under (i) the conventional and (ii) the Halfin-Whitt heavy traffic regimes, and show that while the queue length process' scaling limits are fully determined by the first and second order data in case (i), they depend on finer properties in case (ii). The proof of the latter relies on the construction of a {it deterministic} arrival pattern.
Full work available at URL: https://arxiv.org/abs/1506.05044
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Diffusion processes (60J60) Queueing theory (aspects of probability theory) (60K25) Functional limit theorems; invariance principles (60F17)
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