A stochastic analysis of resource sharing with logarithmic weights
Abstract
The paper investigates the properties of a class of resource allocation algorithms for communication networks: if a node of this network has requests to transmit, then it receives a fraction of the capacity proportional to , the logarithm of its current load. A detailed fluid scaling analysis of such a network with two nodes is presented. It is shown that the interaction of several time scales plays an important role in the evolution of such a system, in particular its coordinates may live on very different time and space scales. As a consequence, the associated stochastic processes turn out to have unusual scaling behaviors. A heavy traffic limit theorem for the invariant distribution is also proved. Finally, we present a generalization to the resource sharing algorithm for which the function is replaced by an increasing function. Possible generalizations of these results with nodes or with the function replaced by another slowly increasing function are discussed.
Cite
@article{arxiv.1211.5968,
title = {A stochastic analysis of resource sharing with logarithmic weights},
author = {Philippe Robert and Amandine Véber},
journal= {arXiv preprint arXiv:1211.5968},
year = {2015}
}
Comments
Published at http://dx.doi.org/10.1214/14-AAP1057 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)