Heavy traffic limit theorems for a queue with Poisson ON/OFF long-range dependent sources and general service time distribution

DOI10.1007/S10255-012-0190-2MaRDI QIDQ692741zbMATH OpenOpenAlexFDO

Authors Wanyang Dai

Publication date 6 December 2012

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1105.1363

zbMATH Keywords

long-range dependenceweak convergencequeueing processreflecting fractional Brownian motionreflecting Gaussian 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) Traffic problems in operations research (90B20)

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.

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Cited in

(13)

• Reduced long-range dependence combining Poisson bursts with on-off sources
• A reflected fBm limit for asymptotically balanced fluid models with heavy tailed ON/OFF sources
• Optimal rate for a queueing system in heavy traffic with superimposed on-off arrivals
• Limits of on/off hierarchical product models for data transmission
• Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation
• Extremal behavior of heavy-tailed ON-periods in a superposition of ON/OFF processes
• Heavy Traffic Analysis of a Data Transmission System with Many Independent Sources
• Product-form solutions for integrated services packet networks and cloud computing systems
• A queueing model with ON/OFF sources: approximation and stationarity
• The on-off network traffic model under intermediate scaling
• Heavy tails versus long‐range dependence in self‐similar network traffic
• Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes
• A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic

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