The heavy traffic limit of an unbalanced generalized processor sharing model

Ramanan, Kavita ; Reiman, Martin I.

Ann. Appl. Probab., Tome 18 (2008) no. 1, p. 22-58 / Harvested from Project Euclid

Résumé

This work considers a server that processes J classes using the generalized processor sharing discipline with base weight vector α=(α₁, …, α_J) and redistribution weight vector β=(β₁, …, β_J). The invariant manifold $\mathcal{M}$ of the so-called fluid limit associated with this model is shown to have the form $\mathcal{M}=\{x\in\mathbb{R}_{+}^{J}\dvtx x_{j}=0\mbox{ for }j\in\mathcal{S}\}$ , where $\mathcal{S}$ is the set of strictly subcritical classes, which is identified explicitly in terms of the vectors α and β and the long-run average work arrival rates γ_j of each class j. In addition, under general assumptions, it is shown that when the heavy traffic condition ∑_j=1^Jγ_j=∑_j=1^Jα_j holds, the functional central limit of the scaled unfinished work process is a reflected diffusion process that lies in $\mathcal{M}$ . The reflected diffusion limit is characterized by the so-called extended Skorokhod map and may fail to be a semimartingale. This generalizes earlier results obtained for the simpler, balanced case where γ_j=α_j for j=1, …, J, in which case $\mathcal{M}=\mathbb{R}_{+}^{J}$ and there is no state-space collapse. Standard techniques for obtaining diffusion approximations cannot be applied in the unbalanced case due to the particular structure of the GPS model. Along the way, this work also establishes a comparison principle for solutions to the extended Skorokhod map associated with this model, which may be of independent interest.

Détail

Publié le : 2008-02-15
Classification:  Heavy traffic,  diffusion approximations,  generalized processor sharing,  fluid limits,  invariant manifold,  state space collapse,  queueing networks,  Skorokhod problem,  Skorokhod map,  extended Skorokhod problem,  nonsemimartingale,  comparison principle,  60F05,  60F17,  60K25,  90B22,  68M20