Stochastic Systems (Dec 2016)

Asymptotic behavior of a critical fluid model for a processor sharing queue via relative entropy

  • Amber L. Puha,
  • Ruth J. Williams

DOI
https://doi.org/10.1214/15-SSY198
Journal volume & issue
Vol. 6, no. 2
pp. 251 – 300

Abstract

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In this paper, we develop a new approach to studying the asymptotic behavior of fluid model solutions for critically loaded processor sharing queues. For this, we introduce a notion of relative entropy associated with measure-valued fluid model solutions. In contrast to the approach used in [12], which does not readily generalize to networks of processor sharing queues, we expect the approach developed in this paper to be more robust. Indeed, we anticipate that similar notions involving relative entropy may be helpful for understanding the asymptotic behavior of critical fluid model solutions for stochastic networks operating under various resource sharing protocols naturally described by measure-valued processes.

Keywords