Open Access
October 2015 A stochastic analysis of resource sharing with logarithmic weights
Philippe Robert, Amandine Véber
Ann. Appl. Probab. 25(5): 2626-2670 (October 2015). DOI: 10.1214/14-AAP1057

Abstract

The paper investigates the properties of a class of resource allocation algorithms for communication networks: if a node of this network has $x$ requests to transmit, then it receives a fraction of the capacity proportional to $\log(1+x)$, 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 $\log$ function is replaced by an increasing function. Possible generalizations of these results with $J>2$ nodes or with the function $\log$ replaced by another slowly increasing function are discussed.

Citation

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Philippe Robert. Amandine Véber. "A stochastic analysis of resource sharing with logarithmic weights." Ann. Appl. Probab. 25 (5) 2626 - 2670, October 2015. https://doi.org/10.1214/14-AAP1057

Information

Received: 1 October 2013; Revised: 1 July 2014; Published: October 2015
First available in Project Euclid: 30 July 2015

zbMATH: 1326.60133
MathSciNet: MR3375885
Digital Object Identifier: 10.1214/14-AAP1057

Subjects:
Primary: 60F05 , 60K25 , 60K30
Secondary: 68M20 , 90B22

Keywords: fluid limits , Stochastic networks , Time scales

Rights: Copyright © 2015 Institute of Mathematical Statistics

Vol.25 • No. 5 • October 2015
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