Abstract
We consider a fluid queue fed by multiple On–Off flows with heavy-tailed (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 flows, with the original service rate subtracted by the mean rate of the other flows. We describe how a dominant set may be determined from a simple knapsack formulation. The dominant set consists of a “minimally critical" set of On–Off flows with regularly varying On periods. In case the dominant set contains just a single On–Off flow, the exact asymptotics for the reduced system follow from known results. For the case of several On–Off flows, we exploit a powerful intuitive argument to obtain the exact asymptotics. Combined with the reduced-load equivalence, the results for the reduced system provide a characterization of the tail of the workload distribution for a wide range of traffic scenarios.
| Original language | English |
|---|---|
| Pages (from-to) | 903-957 |
| Number of pages | 55 |
| Journal | Annals of applied probability |
| Volume | 14 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 2004 |
Keywords
- MSC-90B22
- reduced-load equivalence
- MSC-60K25
- MSC-60F10
- EWI-17714
- Fluid models
- IR-70355
- Heavy-tailed distributions
- METIS-220817
- Queueing Theory
- Knapsack problem
- Large deviations
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