Exact asymptotics for fluid queues fed by multiple heavy-tailed on–off flows
Zwart, Bert ; Borst, Sem ; Mandjes, Michel
Ann. Appl. Probab., Tome 14 (2004) no. 1, p. 903-957 / Harvested from Project Euclid
We consider a fluid queue fed by multiple On–Off flows with heavy-tailed (regularly varying) On periods. Under fairly mild assumptions, we prove that the workload distribution is asymptotically equivalent to that in a reduced system. The reduced system consists of a “dominant” subset of the flows, with the original service rate subtracted by the mean rate of the other flows. We describe how a dominant set may be determined from a simple knapsack formulation. ¶ The dominant set consists of a “minimally critical” set of On–Off flows with regularly varying On periods. In case the dominant set contains just a single On–Off flow, the exact asymptotics for the reduced system follow from known results. For the case of several On–Off flows, we exploit a powerful intuitive argument to obtain the exact asymptotics. Combined with the reduced-load equivalence, the results for the reduced system provide a characterization of the tail of the workload distribution for a wide range of traffic scenarios.
Publié le : 2004-05-14
Classification:  Fluid models,  heavy-tailed distributions,  knapsack problem,  large deviations,  queueing theory,  reduced-load equivalence,  60K25,  60F10,  90B22
@article{1082737117,
     author = {Zwart, Bert and Borst, Sem and Mandjes, Michel},
     title = {Exact asymptotics for fluid queues fed by multiple heavy-tailed on--off flows},
     journal = {Ann. Appl. Probab.},
     volume = {14},
     number = {1},
     year = {2004},
     pages = { 903-957},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1082737117}
}
Zwart, Bert; Borst, Sem; Mandjes, Michel. Exact asymptotics for fluid queues fed by multiple heavy-tailed on–off flows. Ann. Appl. Probab., Tome 14 (2004) no. 1, pp.  903-957. http://gdmltest.u-ga.fr/item/1082737117/