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April 2001 Steady-state distribution of the buffer content for M/G/∞ input fluid queues
Sidney Resnick, Gennady Samorodnitsky
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Bernoulli 7(2): 191-210 (April 2001).

Abstract

We consider a fluid queue with on periods initiated by a Poisson process and having a long-tailed distribution. This queue has long-range dependence, and we compute the asymptotic behaviour of the steady-state distribution of the buffer content. The tail of this distribution is much heavier than the tail of the buffer content distribution of a queue which does not possess long-range dependence and which has light-tailed on periods and the same traffic intensity.

Citation

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Sidney Resnick. Gennady Samorodnitsky. "Steady-state distribution of the buffer content for M/G/∞ input fluid queues." Bernoulli 7 (2) 191 - 210, April 2001.

Information

Published: April 2001
First available in Project Euclid: 25 March 2004

zbMATH: 0994.60085
MathSciNet: MR1828502

Keywords: Fluid queue , heavy tails , large deviations , long-range dependence , M/G/∞queue , performance of a queue , Random walk , steady-state distribution

Rights: Copyright © 2001 Bernoulli Society for Mathematical Statistics and Probability

Vol.7 • No. 2 • April 2001
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