The on-off network traffic model under intermediate scaling

DOI10.1007/S11134-011-9231-4MaRDI QIDQ660142zbMATH OpenOpenAlexFDO

Authors Clément Dombry, Ingemar Kaj

Publication date 26 January 2012

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1008.2472

zbMATH Keywords

fractional Brownian motionfractional Poisson motionheavy tailsintermediate scalinglong-range dependenceLévy motionon-off processrenewal processworkload process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Renewal theory (60K05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Stochastic network models in operations research (90B15) Traffic problems in operations research (90B20)

Abstract: The result provided in this paper helps complete a unified picture of the scaling behavior in heavy-tailed stochastic models for transmission of packet traffic on high-speed communication links. Popular models include infinite source Poisson models, models based on aggregated renewal sequences, and models built from aggregated on-off sources. The versions of these models with finite variance transmission rate share the following pattern: if the sources connect at a fast rate over time the cumulative statistical fluctuations are fractional Brownian motion, if the connection rate is slow the traffic fluctuations are described by a stable L'evy process, while the limiting fluctuations for the intermediate scaling regime are given by fractional Poisson motion.

Review text

The paper establishes an invariance principle for the normalized cumulative workload of a network with \(m\) on-off sources and time rescaled by a factor \(a\). When both the number of sources \(m\) and the time scale \(a\) tend to infinity with a relative growth given by the so-called ``intermediate connection rate condition, the limit process is the fractional Poisson motion.

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Cited in

(15)

• Limits of on/off hierarchical product models for data transmission
• A nonstationary offered-load model for packet networks
• On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations
• Theoretical mean-variance relationship of IP network traffic based on ON/OFF model
• Anisotropic scaling limits of long-range dependent random fields
• Scaling transition for long-range dependent Gaussian random fields
• Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes
• Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance
• Weak convergence of high-speed network traffic models
• Extremal behavior of heavy-tailed ON-periods in a superposition of ON/OFF processes
• Reduced long-range dependence combining Poisson bursts with on-off sources
• Aggregation of network traffic and anisotropic scaling of random fields
• Limit theorems: some recent results
• Aggregation of autoregressive random fields and anisotropic long-range dependence
• Joint aggregation of random-coefficient AR(1) processes with common innovations

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