Two-node fluid network with a heavy-tailed random input: the strong stability case

DOI10.1239/JAP/1417528479MaRDI QIDQ5245628zbMATH OpenOpenAlexFDO

Authors Masakiyo Miyazawa, Sergey Foss

Publication date 14 April 2015

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1310.1486, https://projecteuclid.org/euclid.jap/1417528479

zbMATH Keywords

fluid networkheavy-tailed distributionPoisson arrivalsrenewal arrivalsstrong stabilityworkload process

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sample path properties (60G17) Queueing theory (aspects of probability theory) (60K25) Stochastic network models in operations research (90B15)

Abstract: We consider a two-node fluid network with batch arrivals of random size having a heavy-tailed distribution. We are interested in the tail asymptotics for the stationary distribution of a two-dimensional queue-length process. The tail asymptotics have been well studied for two-dimensional reflecting processes where jumps have either a bounded or an unbounded light-tailed distribution. However, presence of heavy tails totally changes the asymptotics. Here we focus on the case of strong stability where both nodes release fluid with sufficiently high speeds to minimise their mutual influence. We show that, like in the one-dimensional case, big jumps provide the main cause for queues to become large, but now they may have multi-dimensional features. For deriving these results, we develop an analytic approach that differs from the traditional tail asymptotic studies, and obtain various weak tail equivalences. Then, in the case of one-dimensional subexponential jump-size distributions, we find the exact asymptotics based on the sample-path arguments.

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Cited in

(6)

• A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input
• Customer sojourn time in \(GI/GI/1\) feedback queue in the presence of heavy tails
• Large deviations for stochastic fluid networks with Weibullian tails
• Two-node fluid network with a heavy-tailed random input: the strong stability case
• Heavy loads and heavy tails
• Jumping Fluid Models and Delay Stability of Max-Weight Dynamics Under Heavy-Tailed Traffic

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