Problem: use of nice() for ZMQ_THREAD_PRIORITY not documented

Solution: mention that it is used on Linux when SCHED_OTHER is selected

doc/zmq_ctx_set.txt

@@ -64,6 +64,8 @@ ZMQ_THREAD_PRIORITY: Set scheduling priority for I/O threads
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 The 'ZMQ_THREAD_PRIORITY' argument sets scheduling priority for
 internal context's thread pool. This option is not available on windows.
+When the scheduler policy is SCHED_OTHER on Linux, the system call "nice"
+will be used to set a priority of -20 (max priority).
 Supported values for this option depend on chosen scheduling policy.
 Details can be found in sched.h file, or at http://man7.org/linux/man-pages/man2/sched_setscheduler.2.html.
 This option only applies before creating any sockets on the context.