Journal of Applied Probability

Exact asymptotics for a queue with fractional Brownian input and applications in ATM networks

Tyrone E. Duncan, Yi Yan, and Peng Yan
Source: J. Appl. Probab. Volume 38, Number 4 (2001), 932-945.

Abstract

In this paper, a single channel FIFO fluid queue with an infinite buffer space and a long-range dependent input is studied. The input traffic is modeled by an average input rate plus a standard fractional Brownian motion as the fluctuation. Lower and upper bounds are derived for the tail distribution of the transient queue length at time T, which result in a logarithmic characterization of the asymptotic behavior of the tail distribution. Furthermore, the exact asymptotic is also obtained. It is observed that the transient queue length under fractional Brownian input does not suffer from the heavy-tail property as does the steady-state queue length. The results are used to compute the equivalent bandwidth requirement for ATM broadband connections with fractional Brownian traffic feed and finite connection holding time.

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Primary Subjects: 60G18
Secondary Subjects: 60G70, 60K25
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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.jap/1011994183
Digital Object Identifier: doi:10.1239/jap/1011994183
Mathematical Reviews number (MathSciNet): MR1876550
Zentralblatt MATH identifier: 1001.60042


2012 © Applied Probability Trust

Journal of Applied Probability

Journal of Applied Probability