A Skorokhod problem formulation and large deviation analysis of a processor sharing model

DOI10.1023/A:1019186720196zbMath0909.90144OpenAlexW1567456245MaRDI QIDQ1127041

Kavita Ramanan, Paul Dupuis

Publication date: 9 August 1998

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1019186720196

zbMATH Keywords

Skorokhod problemprocessor sharinglarge deviation estimates

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Related Items (12)

Fluid and heavy traffic diffusion limits for a generalized processor sharing model ⋮ Largest weighted delay first scheduling: Large deviations and optimality ⋮ Asymptotic behavior of generalized processor sharing queues under subexponential assumptions ⋮ On directional derivatives of Skorokhod maps in convex polyhedral domains ⋮ The Skorohod oblique reflection problem in time-dependent domains ⋮ Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows ⋮ The heavy traffic limit of an unbalanced generalized processor sharing model ⋮ Analysis of generalized processor-sharing systems with two classes of customers and exponential services ⋮ A Dirichlet process characterization of a class of reflected diffusions ⋮ Characterization of stationary distributions of reflected diffusions ⋮ Class-specific quality of service guarantees in multimedia communication networks ⋮ Sensitivity Analysis for the Stationary Distribution of Reflected Brownian Motion in a Convex Polyhedral Cone

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