Diffusion limits of limited processor sharing queues

Citation
Zhang, Jiheng et al., Diffusion limits of limited processor sharing queues, Annals of applied probability , 21(2), 2011, pp. 745-799
ISSN journal
10505164
Volume
21
Issue
2
Year of publication
2011
Pages
745 - 799
Database
ACNP
SICI code
Abstract
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.