Limit behavior of fluid queues and networks
成果类型：
Article
署名作者：
D'Auria, B; Samorodnitsky, G
署名单位：
University of Salerno; Cornell University
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.1050.0215
发表日期：
2005
页码：
933-945
关键词：
摘要：
A superposition of a large number of infinite source Poisson inputs or that of a large number of ON-OFF inputs with heavy tails can look like either a fractional Brownian motion or a stable Levy motion, depending on the magnification at which we are looking at the input process (Mikosch et al. 2002). In this paper, we investigate what happens to a queue driven by such inputs. Under such conditions, we study the output of a single fluid server and the behavior of a fluid queueing network. For the network we obtain random field limits describing the activity at different stations. In general, both kinds of stations arise in the same network: the stations of the first kind experience loads driven by a fractional Brownian motion, while the stations of the second kind experience loads driven by a stable Uvy motion.