Diffusion limits of limited processor sharing queues

Mathematics – Probability

Scientific paper

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Published in at http://dx.doi.org/10.1214/10-AAP709 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Inst

Scientific paper

10.1214/10-AAP709

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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