Exact Asymptotics for Fluid Queues Fed by Multiple Heavy-Tailed On-Off Flows

We consider a fluid queue fed by multiple On-Off flows with heavytailed (regularly varying) On periods. Under fairly mild assumptions, we prove that the workload distribution is asymptotically equivalent to that in a reduced system. The reduced system consists of a "dominant" subset of the...

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Bibliographische Detailangaben
Veröffentlicht in:The Annals of Applied Probability. - Institute of Mathematical Statistics. - 14(2004), 2, Seite 903-957
1. Verfasser: Zwart, Bert (VerfasserIn)
Weitere Verfasser: Borst, Sem, Mandjes, Michel
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2004
Zugriff auf das übergeordnete Werk:The Annals of Applied Probability
Schlagworte:Fluid Models Heavy-Tailed Distributions Knapsack Problem Large Deviations Queueing Theory Reduced-Load Equivalence Business Applied sciences Mathematics Philosophy Behavioral sciences