Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows.

DOI10.1214/105051604000000161zbMATH Open1050.60091arXivmath/0406178OpenAlexW3104262590MaRDI QIDQ1879897FDOQ1879897

Authors: Bert Zwart, Sem Borst, M. R. H. Mandjes 

Publication date: 15 September 2004

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Abstract: 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.

Full work available at URL: https://arxiv.org/abs/math/0406178

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Mathematics Subject Classification ID

Large deviations (60F10) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

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Cited In (25)

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• Generalized processor sharing queues with heterogeneous traffic classes
• Queueing systems fed by many exponential on-off sources: an infinite-intersection approach
• Exact Asymptotics for a Multitimescale Model with Applications in Modeling Overdispersed Customer Streams
• Workload bounds in fluid models with priorities
• Fluid Queues with Heavy-Tailed M/G/∞ Input
• Heavy loads and heavy tails
• Asymptotic loss probability in a finite buffer fluid queue with heterogeneous heavy-tailed on-off processes
• Scale-free graphs with many edges
• Tail asymptotics of fluid queues in a distributed server system fed by a heavy-tailed ON-OFF flow
• Exact tail asymptotics for fluid models driven by an \textit{M/M/c} queue
• Asymptotics for the partial sum and its maximum of dependent random variables
• Heavy tails in multi-server queue
• Tail behavior of negatively associated heavy-tailed sums
• Delay analysis of the max-weight policy under heavy-tailed traffic via fluid approximations
• Exact multivariate workload asymptotics
• Asymptotics of hybrid fluid queues with Lévy input
• Queueing systems with heavy tails
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• Large deviations for stochastic fluid networks with Weibullian tails
• A reduced-peak equivalence for queues with a mixture of light-tailed and heavy-tailed input flows
• Sample-path large deviations for a class of heavy-tailed Markov-additive processes

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