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ArticleA Skorokhod Problem formulation and large deviation analysis of a processor sharing model

Paul G. Dupuis1998

Article1998

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

Paul G. Dupuis · Kavita Ramanan

40 citations·0/0 files stored·Queueing Systems

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Advanced Queuing Theory Analysis Network Traffic and Congestion Control Stochastic processes and statistical mechanics

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References

1982Stochastic Theory of a Data-Handling System with Multiple Sources 1984Stochastic differential equations with reflecting boundary conditions 1981Reflected Brownian Motion on an Orthant 1991On lipschitz continuity of the solution mapping to the skorokhod problem, with applications 1991Discrete Flow Networks: Bottleneck Analysis and Fluid Approximations 1995Large Deviations For Performance Analysis: Queues, Communication and Computing 1996Large Deviations for Performance Analysis: Queues, Communications, and Computing, Adam Shwartz and Alan Weiss (New York: Chapman and Hall, 1995).1999Convex duality and the Skorokhod Problem. II

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2000A Multiclass Feedback Queueing Network with a Regular Skorokhod Problem 1998Large deviations of the steady-state distribution of reflected processes with applications to queueing systems 2008The heavy traffic limit of an unbalanced generalized processor sharing model 2017On the submartingale problem for reflected diffusions in domains with piecewise smooth boundaries 2007Large deviations and importance sampling for a tandem network with slow-down

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Year1998

Typearticle

Published1998-05-01

VenueQueueing Systems

ISSN-L0257-0130

Languageen

Citations40

Files0 public / 0

ShelfAdvanced Queuing Theory Analysis

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doi10.1023/a:1019186720196

openalex_workW1567456245

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2002Coupled processors with regularly varying service times

2003Generalized processor sharing queues

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