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May 1999 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, Gennady Samorodnitsky
Ann. Appl. Probab. 9(2): 352-375 (May 1999). DOI: 10.1214/aoap/1029962746

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.

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David Heath. Sidney Resnick. Gennady Samorodnitsky. "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 (2) 352 - 375, May 1999. https://doi.org/10.1214/aoap/1029962746

Information

Published: May 1999
First available in Project Euclid: 21 August 2002

zbMATH: 1059.60505
MathSciNet: MR1687343
Digital Object Identifier: 10.1214/aoap/1029962746

Subjects:
Primary: 90B15
Secondary: 60K25

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

Rights: Copyright © 1999 Institute of Mathematical Statistics

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Vol.9 • No. 2 • May 1999
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