Asymptotic Loss Probability in a Finite Buffer Fluid Queue with Heterogeneous Heavy-Tailed On-Off Pr

Consider a fluid queue with a finite buffer B and capacity c fed by a superposition of N independent On–Off processes. An On–Off process consists of a sequence of alternating independent periods of activity and silence. Successive periods of activity, as well as silence, are identically distributed. The process is active with probability p and during its activity period produces fluid at constant rate r . For this queueing system, under the assumption that the excess activity periods are intermediately regularly varying, we derive explicit and asymptotically exact formulas for approximating the stationary overflow probability and loss rate. In the case of homogeneous processes with excess activity periods equal in distribution to τe , the queue loss rate is asymptotically, as B → ∞, equal to

[1]  Nick G. Duffield,et al.  Queueing at large resources driven by long-tailed M/G/∞-modulated processes , 1998, Queueing Syst. Theory Appl..

[2]  A. Lazar,et al.  Asymptotic results for multiplexing subexponential on-off processes , 1999, Advances in Applied Probability.

[3]  Onno J. Boxma Fluid Queues and Regular Variation , 1996, Perform. Evaluation.

[4]  Predrag R. Jelenkovic,et al.  The Effect of Multiple Time Scales and Subexponentiality in MPEG Video Streams on Queueing Behavior , 1997, IEEE J. Sel. Areas Commun..

[5]  Predrag R. Jelenkovic,et al.  Subexponential loss rates in a GI/GI/1 queue with applications , 1999, Queueing Syst. Theory Appl..

[6]  Armand M. Makowski,et al.  Tail probabilities for M/G/∞ input processes (I): Preliminary asymptotics , 1997, Queueing Syst. Theory Appl..

[7]  Predrag R. Jelenković On the Asymptotic Behavior of a Fluid Queue With a Heavy-Tailed M/G/∞ Arrival Process , 2011 .

[8]  Predrag R. Jelenkovic,et al.  Capacity regions for network multiplexers with heavy-tailed fluid on-off sources , 2001, Proceedings IEEE INFOCOM 2001. Conference on Computer Communications. Twentieth Annual Joint Conference of the IEEE Computer and Communications Society (Cat. No.01CH37213).

[9]  P. Glynn,et al.  Logarithmic asymptotics for steady-state tail probabilities in a single-server queue , 1994, Journal of Applied Probability.

[10]  Micheal Rubinovitch The output of a buffered data communication system , 1973 .

[11]  Don Towsley,et al.  Asymptotic behavior of a multiplexer fed by a long-range dependent process , 1999, Journal of Applied Probability.

[12]  Tomasz Rolski,et al.  Asymptotics of palm-stationary buffer content distributions in fluid flow queues , 1999, Advances in Applied Probability.

[13]  K. Athreya,et al.  Multi-Type Branching Processes , 1972 .

[14]  R. M. Loynes,et al.  The stability of a queue with non-independent inter-arrival and service times , 1962, Mathematical Proceedings of the Cambridge Philosophical Society.

[15]  Azer Bestavros,et al.  Self-similarity in World Wide Web traffic: evidence and possible causes , 1996, SIGMETRICS '96.

[16]  D. Mitra,et al.  Stochastic theory of a data-handling system with multiple sources , 1982, The Bell System Technical Journal.

[17]  K. R. Krishnan,et al.  Long-Range Dependence in VBR Video Streams and ATM Traffic Engineering , 1997, Perform. Evaluation.

[18]  Gennady Samorodnitsky,et al.  Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models , 1998, Math. Oper. Res..

[19]  V. Chistyakov A Theorem on Sums of Independent Positive Random Variables and Its Applications to Branching Random Processes , 1964 .

[20]  Armand M. Makowski,et al.  On a reduced load equivalence for fluid queues under subexponentiality , 1999, Queueing Syst. Theory Appl..

[21]  V. Dumas,et al.  Asymptotic bounds for the fluid queue fed by sub-exponential On/Off sources , 2000, Advances in Applied Probability.

[22]  Venkat Anantharam,et al.  On the departure process of a leaky bucket system with long-range dependent input traffic , 1997, IEEE ATM '97 Workshop Proceedings (Cat. No.97TH8316).

[23]  T. V. Lakshman,et al.  Source models for VBR broadcast-video traffic , 1996, TNET.

[24]  J. Kingman THE SINGLE SERVER QUEUE , 1970 .

[25]  S. Resnick,et al.  Steady State Distribution of the Buffer Content for M/G/infinity Input Fluid Queues , 2001 .

[26]  C. Klüppelberg,et al.  Subexponential distributions , 1998 .

[27]  Gennady Samorodnitsky,et al.  How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails , 1999 .

[28]  Gennady Samorodnitsky,et al.  Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues , 1999, Queueing Syst. Theory Appl..

[29]  Ravi Mazumdar,et al.  Cell loss asymptotics in buffers fed by heterogeneous long-tailed sources , 2000, Proceedings IEEE INFOCOM 2000. Conference on Computer Communications. Nineteenth Annual Joint Conference of the IEEE Computer and Communications Societies (Cat. No.00CH37064).

[30]  A. Pakes ON THE TAILS OF WAITING-TIME DISTRIBUTIONS , 1975 .

[31]  Murad S. Taqqu,et al.  On the Self-Similar Nature of Ethernet Traffic , 1993, SIGCOMM.

[32]  Michel Mandjes,et al.  Large Deviations for Performance Analysis: Queues, Communications, and Computing , Adam Shwartz and Alan Weiss (New York: Chapman and Hall, 1995). , 1996, Probability in the Engineering and Informational Sciences.

[33]  J. W. Cohen Superimposed renewal processes and storage with gradual input , 1974 .

[34]  S. Borst,et al.  Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows , 2004, math/0406178.

[35]  Ward Whitt,et al.  Long-Tail Buffer-Content Distributions in Broadband Networks , 1997, Perform. Evaluation.