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.
Publié le : 2001-04-14
Classification:
fluid queue,
heavy tails,
large deviations,
long-range dependence,
M/G/∞queue,
performance of a queue,
random walk,
steady-state distribution
@article{1080222087,
author = {Resnick, Sidney and Samorodnitsky, Gennady},
title = {Steady-state distribution of the buffer content for M/G/$\infty$ input fluid queues},
journal = {Bernoulli},
volume = {7},
number = {6},
year = {2001},
pages = { 191-210},
language = {en},
url = {http://dml.mathdoc.fr/item/1080222087}
}
Resnick, Sidney; Samorodnitsky, Gennady. Steady-state distribution of the buffer content for M/G/∞ input fluid queues. Bernoulli, Tome 7 (2001) no. 6, pp. 191-210. http://gdmltest.u-ga.fr/item/1080222087/