Serve the shortest queue and Walsh Brownian motion

DOI10.1214/18-AAP1432zbMath1409.60037arXiv1802.02748WikidataQ128891946 ScholiaQ128891946MaRDI QIDQ670753

Rami Atar, Asaf Cohen

Publication date: 20 March 2019

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

Full work available at URL: https://arxiv.org/abs/1802.02748

zbMATH Keywords

heavy trafficdiffusion limitsWalsh Brownian motionserve the shortest queue

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Stochastic systems in control theory (general) (93E03) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (2)

Induced idleness leads to deterministic heavy traffic limits for queue-based random-access algorithms ⋮ Semimartingales on rays, Walsh diffusions, and related problems of control and stopping

Cites Work

• Stationary analysis of the shortest queue first service policy
• Construction of right processes from excursions
• On skew Brownian motion
• Triple points: From non-Brownian filtrations to harmonic measures
• Stochastic integral equations for Walsh semimartingales
• A multiclass closed queueing network with unconventional heavy traffic behavior
• The hitting time density for a reflected Brownian motion
• The weak convergence of regenerative processes using some excursion path decompositions
• An Open Queueing Network with Asymptotically Stable Fluid Model and Unconventional Heavy Traffic Behavior
• Discrete Approximations to Solution Flows of Tanaka’s SDE Related to Walsh Brownian Motion
• [https://portal.mardi4nfdi.de/wiki/Publication:3308821 It� excursion theory via resolvents]
• The equivalence of diffusions on networks to Brownian motion
• Stationary analysis of the “Shortest Queue First” service policy: The asymmetric case
• Weak convergence theorems for priority queues: preemptive-resume discipline
• A multiclass queue in heavy traffic with throughput time constraints: Asymptotically optimal dynamic controls
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