A fluid cluster Poisson input process can look like a fractional Brownian motion even in the slow growth aggregation regime

DOI10.1239/AAP/1246886617zbMATH Open1169.90008OpenAlexW2166607288MaRDI QIDQ5320657FDOQ5320657

Authors: Vicky Fasen, Gennady Samorodnitsky 

Publication date: 22 July 2009

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1246886617

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zbMATH Keywords

fractional Brownian motionfluid queuescaling limitworkload processinput modelslow growth regimeclaster Poisson process

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Heavy-Tail Phenomena
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• Limit Behavior of Fluid Queues and Networks
• Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
• Limit theorems for continuous-time random walks with infinite mean waiting times
• Convergence of scaled renewal processes and a packet arrival model
• A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic
• Large deviations for random walks under subexponentiality: The big-jump domain
• One-sided local large deviation and renewal theorems in the case of infinite mean
• Scaling limits for random fields with long-range dependence
• Modeling teletraffic arrivals by a Poisson cluster process
• A strong renewal theorem for generalized renewal functions in the infinite mean case
• Scaling Limits for Cumulative Input Processes

Cited In (6)

• Limit Behavior of Fluid Queues and Networks
• Functional central limit theorems and moderate deviations for Poisson cluster processes
• Small and large scale behavior of moments of Poisson cluster processes
• Maximum Queue Length of a Fluid Model with an Aggregated Fractional Brownian Input
• Modeling network traffic by a cluster Poisson input process with heavy and light-tailed file sizes
• A fractal Poisson process and its input queue

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