Mathematics – Probability
Scientific paper
2009-12-29
Annals of Applied Probability 2011, Vol. 21, No. 2, 745-799
Mathematics
Probability
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.
Dai Jim G.
Zhang Jiheng
Zwart Bert
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