Serve the shortest queue and Walsh Brownian motion

24 Oct 2018 Atar Rami Cohen Asaf

We study a single-server Markovian queueing model with $N$ customer classes in which priority is given to the shortest queue. Under a critical load condition, we establish the diffusion limit of the workload and queue length processes in the form of a Walsh Brownian motion (WBM) living in the union of the $N$ nonnegative coordinate axes in $\mathbb{R}^N$ and a linear transformation thereof... (read more)

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