Heavy traffic limits for some queueing networks

被引:44
作者
Bramson, M [1 ]
Dai, JG
机构
[1] Univ Minnesota, Sch Math, Minneapolis, MN 55455 USA
[2] Georgia Inst Technol, Sch Ind & Syst Engn, Atlanta, GA 30332 USA
[3] Georgia Inst Technol, Sch Math, Atlanta, GA 30332 USA
关键词
multiclass queueing network; Brownian model; heavy traffic; reflecting Brownian motion; diffusion approximation;
D O I
10.1214/aoap/998926987
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Using a slight modification of the framework of Bramson [7] and Williams [54], we prove heavy traffic limit theorems for six families of multiclass queueing networks. The first three families are single-station systems operating under first-in-first-out (FIFO), generalized-head-of-the-line proportional processor sharing (GHLPPS) and static buffer priority (SBP) service disciplines. The next two families are reentrant lines that operate under first-buffer-first-serve (FBFS) and last-buffer-first-serve (LBFS) service disciplines; the last family consists of certain two-station, five-class networks operating under an SEP service discipline. Some of these heavy traffic limits have appeared earlier in the literature; our new proofs demonstrate the significant simplifications that can be achieved in the present setting.
引用
收藏
页码:49 / 90
页数:42
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