Polling Systems in Heavy Traffic: A Bessel Process Limit

This paper studies the classical polling model under the exhaustive-service assumption; such models continue to be very useful in performance studies of computer/communication systems. The analysis here extends earlier work of the authors to the general case of nonzero switch overtimes. It shows that, under the standard heavy-traffic scaling, the total unfinished work in the system tends to a Bessel-type diffusion in the heavy-traffic limit. It verifies in addition that, with this change in the limiting unfinished-work process, the averaging principle established earlier by the authors carries over to the general model.