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arxiv: 0912.5306 · v2 · pith:PMS3PBJ2new · submitted 2009-12-29 · 🧮 math.PR

Diffusion limits of limited processor sharing queues

classification 🧮 math.PR
keywords diffusionjobslimitlimitedprocessprocessorsharingsystem
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We consider a processor sharing queue where the number of jobs served at any time is limited to $K$, with the excess jobs waiting in a buffer. We use random counting measures on the positive axis to model this system. The limit of this measure-valued process is obtained under diffusion scaling and heavy traffic conditions. As a consequence, the limit of the system size process is proved to be a piece-wise reflected Brownian motion.

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