Bernoulli
- Bernoulli
- Volume 7, Number 2 (2001), 191-210.
Steady-state distribution of the buffer content for M/G/∞ input fluid queues
Sidney Resnick and Gennady Samorodnitsky
Full-text: Open access
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.
Article information
Source
Bernoulli, Volume 7, Number 2 (2001), 191-210.
Dates
First available in Project Euclid: 25 March 2004
Permanent link to this document
https://projecteuclid.org/euclid.bj/1080222087
Mathematical Reviews number (MathSciNet)
MR1828502
Zentralblatt MATH identifier
0994.60085
Keywords
fluid queue heavy tails large deviations long-range dependence M/G/∞queue performance of a queue random walk steady-state distribution
Citation
Resnick, Sidney; Samorodnitsky, Gennady. Steady-state distribution of the buffer content for M/G/∞ input fluid queues. Bernoulli 7 (2001), no. 2, 191--210. https://projecteuclid.org/euclid.bj/1080222087
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, 2001