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.
Publié le : 1999-05-14
Classification:
Fluid queue,
heavy tails,
long range dependence,
performance of a queue,
$M/G/\infty$ queue,
time until overflow,
large deviations,
association,
90B15,
60K25
@article{1029962746,
author = {Heath, David and Resnick, Sidney and Samorodnitsky, Gennady},
title = {How system performance is affected by the interplay of averages in
a fluid queue with long range dependence induced by heavy tails},
journal = {Ann. Appl. Probab.},
volume = {9},
number = {1},
year = {1999},
pages = { 352-375},
language = {en},
url = {http://dml.mathdoc.fr/item/1029962746}
}
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., Tome 9 (1999) no. 1, pp. 352-375. http://gdmltest.u-ga.fr/item/1029962746/