期刊文献+

Heavy Traffic Limit Theorems for a Queue with Poisson ON/OFF Long-range Dependent Sources and General Service Time Distribution 被引量:1

Heavy Traffic Limit Theorems for a Queue with Poisson ON/OFF Long-range Dependent Sources and General Service Time Distribution
原文传递
导出
摘要 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. 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.
作者 Wan-yang DAI
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2012年第4期807-822,共16页 应用数学学报(英文版)
基金 Supported by the National Natural Science Foundation of China (No.10371053,10971249)
关键词 reflecting fractional Brownian motion reflecting Gaussian process long-range dependence queueing process weak convergence reflecting fractional Brownian motion, reflecting Gaussian process, long-range dependence queueing process, weak convergence
  • 相关文献

参考文献30

  • 1Billingsley, P. Convergence of Probability measures. Wiley & Sons, New York, 1968. 被引量:1
  • 2Cao, J., Cleverland, W.S., Lin, D., Sun, D.X. The effect of statistical multiplexing on the long-range dependence of Internet packet traffic. Tech Report, Bell Labs, Murray Hill, NJ, U.S.A., 2002. 被引量:1
  • 3Cao J., Ramanan, K. A Poisson limit for buffer overflow probabilities. Proceedings of Infocom 2002, 2: 994-1003 (2002). 被引量:1
  • 4Cavanaugh, J.D., Salo, T.J. Internetwotking with ATM WANS. In: Advances in Local and Metropolitan Area Networks, ed. by William Stallings, IEEE Computer Society Press, 1994. 被引量:1
  • 5Chen, H., Yao, D.D. Fundamentals of Queueing Networks: Performance, Asymptotics, and Optimization. Springer-Verlag, New York, 2001. 被引量:1
  • 6Choe, J., Shroff, N.B. On the supremum distribution of integrated stationary Gaussian processes with negative linear drift. Adv. Appl. Prob., 31: 135-157 (1999). 被引量:1
  • 7Chung, K.L., Williams, R.J. Introduction to Stochastic Integration, Birkhauser, Boston, 1983. 被引量:1
  • 8Dai, J.G., Dai, W. A heavy traffic limit theorem for a class of open queueing networks with finite buffers. Queueing Systems, 32: 5-40 (1999). 被引量:1
  • 9Dai, W. On the conflict of truncated random variable vs. heavy-tail and long range dependence in computer and network simulation. Journal of Computational Information System, 7(5): 1488-1499 (2011). 被引量:1
  • 10Debicki, K., Mandjes, M. Traffic with an fBm limit: Convergence of the stationary workload process. Queueing Systems, 46: 113-127 (2004). 被引量:1

引证文献1

二级引证文献2

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部