Gaussian limits for scheduled traffic with super-heavy tailed perturbations

DOI10.1007/S11134-023-09884-WMaRDI QIDQ6089003zbMATH OpenFDO

Authors Victor F. Araman, Peter W. Glynn

Publication date 14 December 2023

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2303.05939

zbMATH Keywords

heavy tailsBrownian motionfractional Brownian motionscheduled arrival process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Abstract: A scheduled arrival model is one in which customers are scheduled to arrive at constant interarrival times, but each customer actual arrival time is perturbed from her scheduled arrival time by a random perturbation. The sequence of perturbations is independent and identically distributed. It has previously been shown that the arrival counting process for scheduled traffic obeys a functional central limit theorem (FCLT) with fractional Brownian motion (fBM) with Hurst parameter H strictly between 0 and 1/2 when the pertubratons have a Pareto-like tail with tail exponent lying in (0,1). Such limit processes exhibit less variability than Brownian motion, because the scheduling feature induces negative correlations in the arrival process. In this paper, we show that when the tail of the perturbations have a super-heavy tail, the FCLT limit process is Brownian motion (i.e. H=1/2), so that the heaviness of the tails eliminates any remaining negative correlations and generates a limit process with independent increments. We further study the case when the perturbations have a Cauchy-like tail, and show that the limit process in this setting is a fBM with H=0. So, this paper shows that the entire range of fBMs with $Hin[0,1/2]$ are possible as limits of scheduled traffic.

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• Fractional Brownian Motion withH< 1/2 as a Limit of Scheduled Traffic
• On a single server queue fed by scheduled traffic with Pareto perturbations
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