Heavy traffic limit theorems for a queue with Poisson ON/OFF long-range dependent sources and general service time distribution
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Publication:692741
DOI10.1007/S10255-012-0190-2zbMATH Open1255.60162arXiv1105.1363OpenAlexW2104934834MaRDI QIDQ692741FDOQ692741
Authors: Wanyang Dai 
Publication date: 6 December 2012
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Abstract: In Internet environment, traffic flow to a link is typically modeled by superposition of ON/OFF based sources. During each ON-period for a particular source, packets arrive according to a Poisson process and packet sizes (hence service times) can be generally distributed. In this paper, we establish heavy traffic limit theorems to provide suitable approximations for the system under first-in first-out (FIFO) and work conserving service discipline, which state that, when the lengths of both ON- and OFF-periods are lightly tailed, the sequences of the scaled queue length and workload processes converge weakly to short-range dependent reflecting Gaussian processes, and when the lengths of ON- and/or OFF periods are heavily tailed with infinite variance, the sequences converge weakly to either reflecting fractional Brownian motions (FBMs) or certain type of long-range dependent reflecting Gaussian processes depending on the choice of scaling as the number of superposed sources tends to infinity. Moreover, the sequences exhibit a state space collapse-like property when the number of sources is large enough, which is a kind of extension of the well-known Little's law for M/M/1 queueing system. Theory to justify the approximations is based on appropriate heavy traffic conditions which essentially mean that the service rate closely approaches the arrival rate when the number of input sources tends to infinity.
Full work available at URL: https://arxiv.org/abs/1105.1363
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Cited In (13)
- A queueing model with ON/OFF sources: approximation and stationarity
- Extremal behavior of heavy-tailed ON-periods in a superposition of ON/OFF processes
- A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic
- Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation
- Reduced long-range dependence combining Poisson bursts with on-off sources
- Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes
- Limits of on/off hierarchical product models for data transmission
- Heavy Traffic Analysis of a Data Transmission System with Many Independent Sources
- A reflected fBm limit for asymptotically balanced fluid models with heavy tailed ON/OFF sources
- Heavy tails versus long‐range dependence in self‐similar network traffic
- The on-off network traffic model under intermediate scaling
- Optimal rate for a queueing system in heavy traffic with superimposed on-off arrivals
- Product-form solutions for integrated services packet networks and cloud computing systems
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