Scaling limits via excursion theory: Interplay between Crump-Mode-Jagers branching processes and processor-sharing queues
Abstract
We study the convergence of the processor-sharing, queue length process in the heavy traffic regime, in the finite variance case. To do so, we combine results pertaining to L\'{e}vy processes, branching processes and queuing theory. These results yield the convergence of long excursions of the queue length processes, toward excursions obtained from those of some reflected Brownian motion with drift, after taking the image of their local time process by the Lamperti transformation. We also show, via excursion theoretic arguments, that this entails the convergence of the entire processes to some (other) reflected Brownian motion with drift. Along the way, we prove various invariance principles for homogeneous, binary Crump-Mode-Jagers processes. In the last section we discuss potential implications of the state space collapse property, well known in the queuing literature, to branching processes.
Keywords
Cite
@article{arxiv.1102.5620,
title = {Scaling limits via excursion theory: Interplay between Crump-Mode-Jagers branching processes and processor-sharing queues},
author = {Amaury Lambert and Florian Simatos and Bert Zwart},
journal= {arXiv preprint arXiv:1102.5620},
year = {2013}
}
Comments
Published in at http://dx.doi.org/10.1214/12-AAP904 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)