Exact queueing asymptotics multiple heavy-tailed on-off flows

Bert Zwart; Sem Borst; Michel Mandjes

doi:10.1109/INFCOM.2001.916710

Exact queueing asymptotics multiple heavy-tailed on-off flows

Bert Zwart, Sem Borst, Michel Mandjes

Stochastic Operations Research

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

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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. We exploit a powerful intuitive argument to obtain the exact asymptotics for the reduced system. Combined with the reduced-load equivalence, the results for the reduced system provide an asymptotic characterization of the buffer behavior

Original language	English
Title of host publication	IEEE INFOCOM 2001
Subtitle of host publication	Twentieth Annual Joint Conference of the IEEE Computer and Communications Societies. Proceedings
Publisher	IEEE
Pages	279-288
Number of pages	10
ISBN (Print)	0-7803-7016-3
DOIs	https://doi.org/10.1109/INFCOM.2001.916710
Publication status	Published - 2001
Event	20th Annual Joint Conference of the IEEE Computer and Communications Societies, IEEE INFOCOM 2001 - Hilton Anchorage Hotel, Anchorage, United States Duration: 22 Apr 2001 → 26 Apr 2001 Conference number: 20

Conference

Conference	20th Annual Joint Conference of the IEEE Computer and Communications Societies, IEEE INFOCOM 2001
Abbreviated title	IEEE INFOCOM
Country/Territory	United States
City	Anchorage
Period	22/04/01 → 26/04/01

Keywords

IR-72119
EWI-18031

Access to Document

10.1109/INFCOM.2001.916710

2001-43ZwartBorstMandjes

Cite this

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title = "Exact queueing asymptotics multiple heavy-tailed on-off flows",

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. We exploit a powerful intuitive argument to obtain the exact asymptotics for the reduced system. Combined with the reduced-load equivalence, the results for the reduced system provide an asymptotic characterization of the buffer behavior",

keywords = "IR-72119, EWI-18031",

author = "Bert Zwart and Sem Borst and Michel Mandjes",

year = "2001",

doi = "10.1109/INFCOM.2001.916710",

language = "English",

isbn = "0-7803-7016-3",

pages = "279--288",

booktitle = "IEEE INFOCOM 2001",

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note = "20th Annual Joint Conference of the IEEE Computer and Communications Societies, IEEE INFOCOM 2001, IEEE INFOCOM ; Conference date: 22-04-2001 Through 26-04-2001",

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Zwart, B, Borst, S & Mandjes, M 2001, Exact queueing asymptotics multiple heavy-tailed on-off flows. in IEEE INFOCOM 2001: Twentieth Annual Joint Conference of the IEEE Computer and Communications Societies. Proceedings. IEEE, pp. 279-288, 20th Annual Joint Conference of the IEEE Computer and Communications Societies, IEEE INFOCOM 2001, Anchorage, Alaska, United States, 22/04/01. https://doi.org/10.1109/INFCOM.2001.916710

TY - GEN

T1 - Exact queueing asymptotics multiple heavy-tailed on-off flows

AU - Zwart, Bert

AU - Borst, Sem

AU - Mandjes, Michel

N1 - Conference code: 20

PY - 2001

Y1 - 2001

N2 - 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. We exploit a powerful intuitive argument to obtain the exact asymptotics for the reduced system. Combined with the reduced-load equivalence, the results for the reduced system provide an asymptotic characterization of the buffer behavior

AB - 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. We exploit a powerful intuitive argument to obtain the exact asymptotics for the reduced system. Combined with the reduced-load equivalence, the results for the reduced system provide an asymptotic characterization of the buffer behavior

KW - IR-72119

KW - EWI-18031

U2 - 10.1109/INFCOM.2001.916710

DO - 10.1109/INFCOM.2001.916710

M3 - Conference contribution

SN - 0-7803-7016-3

SP - 279

EP - 288

BT - IEEE INFOCOM 2001

PB - IEEE

T2 - 20th Annual Joint Conference of the IEEE Computer and Communications Societies, IEEE INFOCOM 2001

Y2 - 22 April 2001 through 26 April 2001

ER -

Exact queueing asymptotics multiple heavy-tailed on-off flows

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