Exact asymptotics for a queue with fractional Brownian input and applications in ATM networks

IF 0.7 4区 数学 Q3 STATISTICS & PROBABILITY Journal of Applied Probability Pub Date : 2001-12-01 DOI:10.1239/jap/1011994183
T. Duncan, Yi Yan, P. Yan
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引用次数: 14

Abstract

In this paper, a single channel FIFO fluid queue with an infinite buffer space and a long-range dependent input is studied. The input traffic is modeled by an average input rate plus a standard fractional Brownian motion as the fluctuation. Lower and upper bounds are derived for the tail distribution of the transient queue length at time T, which result in a logarithmic characterization of the asymptotic behavior of the tail distribution. Furthermore, the exact asymptotic is also obtained. It is observed that the transient queue length under fractional Brownian input does not suffer from the heavy-tail property as does the steady-state queue length. The results are used to compute the equivalent bandwidth requirement for ATM broadband connections with fractional Brownian traffic feed and finite connection holding time.
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分数阶布朗输入队列的精确渐近性及其在ATM网络中的应用
研究了具有无限缓冲空间和远程依赖输入的单通道FIFO流体队列。输入流量由平均输入速率加上标准分数布朗运动作为波动来建模。导出了瞬时队列长度在时刻T的尾部分布的下界和上界,从而得到尾部分布的渐近行为的对数表征。此外,还得到了精确渐近。观察到分数阶布朗输入下的瞬态队列长度不像稳态队列长度那样具有重尾特性。利用所得结果计算了分数布朗流量馈送和有限连接保持时间下ATM宽带连接的等效带宽需求。
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来源期刊
Journal of Applied Probability
Journal of Applied Probability 数学-统计学与概率论
CiteScore
1.50
自引率
10.00%
发文量
92
审稿时长
6-12 weeks
期刊介绍: Journal of Applied Probability is the oldest journal devoted to the publication of research in the field of applied probability. It is an international journal published by the Applied Probability Trust, and it serves as a companion publication to the Advances in Applied Probability. Its wide audience includes leading researchers across the entire spectrum of applied probability, including biosciences applications, operations research, telecommunications, computer science, engineering, epidemiology, financial mathematics, the physical and social sciences, and any field where stochastic modeling is used. A submission to Applied Probability represents a submission that may, at the Editor-in-Chief’s discretion, appear in either the Journal of Applied Probability or the Advances in Applied Probability. Typically, shorter papers appear in the Journal, with longer contributions appearing in the Advances.
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