Institute of Mathematical Statistics Collections

Maximum Queue Length of a Fluid Model with an Aggregated Fractional Brownian Input

Tyrone E. Duncan, Yasong Jin

Source: Stewart N. Ethier, Jin Feng and Richard H. Stockbridge, eds., Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2008), 235-251.

Abstract

A fractional Brownian queueing model, that is, a fluid queue with an input of a fractional Brownian motion, has been applied in network model- ing since the self-similarity and long-range dependence were observed in Inter- net traffic. In this paper, a fluid queue with an aggregated fractional Brownian input, which is a generalization of a fractional Brownian queueing model, is considered and the maximum queue length over a time interval [0,t] is studied. The impact of an aggregated fractional Brownian input on the queue length process is analyzed and the main results on the maximum queue length are compared with some related known results in the literature.

Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.imsc/1233152945 Digital Object Identifier: doi:10.1214/074921708000000408

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Institute of Mathematical Statistics Collections

Institute of Mathematical Statistics Collections