The Annals of Applied Probability

How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails

David Heath, Sidney Resnick, and Gennady Samorodnitsky

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Abstract

We consider a fluid queue with sessions arriving according to a Poisson process. A long-tailed distribution of session lengths induces long range dependence in the system and causes its performance to deteriorate. The deterioration is due to occurrence of load regimes far from average ones. Nonetheless, the extent of this performance deterioration is shown to depend crucially on the average values of the system parameters.

Article information

Source
Ann. Appl. Probab., Volume 9, Number 2 (1999), 352-375.

Dates
First available in Project Euclid: 21 August 2002

Permanent link to this document
https://projecteuclid.org/euclid.aoap/1029962746

Digital Object Identifier
doi:10.1214/aoap/1029962746

Mathematical Reviews number (MathSciNet)
MR1687343

Zentralblatt MATH identifier
1059.60505

Subjects
Primary: 90B15: Network models, stochastic
Secondary: 60K25: Queueing theory [See also 68M20, 90B22]

Keywords
Fluid queue heavy tails long range dependence performance of a queue $M/G/\infty$ queue time until overflow large deviations association

Citation

Heath, David; Resnick, Sidney; Samorodnitsky, Gennady. How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails. Ann. Appl. Probab. 9 (1999), no. 2, 352--375. doi:10.1214/aoap/1029962746. https://projecteuclid.org/euclid.aoap/1029962746


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