Largest weighted delay first scheduling: Large deviations and optimality

Citation
Al. Stolyar et K. Ramanan, Largest weighted delay first scheduling: Large deviations and optimality, ANN APPL PR, 11(1), 2001, pp. 1-48
Citations number
24
Categorie Soggetti
Mathematics
Journal title
ANNALS OF APPLIED PROBABILITY
ISSN journal
10505164 → ACNP
Volume
11
Issue
1
Year of publication
2001
Pages
1 - 48
Database
ISI
SICI code
1050-5164(200102)11:1<1:LWDFSL>2.0.ZU;2-Y
Abstract
We consider a single server system with N input flows. We assume that each flow has stationary increments and satisfies a sample path large deviation principle, and that the system is stable. We introduce the largest weighted delay first (LWDF) queueing discipline associated with any given weight ve ctor alpha = (alpha (1),...,alpha (N)). We show that under the LWDF discipl ine the sequence of scaled stationary distributions of the delay (w) over c ap (i) of each flow satisfies a large deviation principle with the rate fun ction given by a finite-dimensional optimization problem. We also prove tha t the LWDF discipline is optimal in the sense that it maximizes the quantit y min(i=1,...,N) [alpha (i) lim(n --> proportional to) -1/n log P((w) over ca p (i)>n)] , within a large class of work conserving disciplines.