Heavy Traffic Limits Associated with M|GI|Input Processes
dc.contributor.author | Tsoukatos, K.P. | en_US |
dc.contributor.author | Makowski, Armand M. | en_US |
dc.contributor.department | ISR | en_US |
dc.contributor.department | CSHCN | en_US |
dc.date.accessioned | 2007-05-23T10:05:08Z | |
dc.date.available | 2007-05-23T10:05:08Z | |
dc.date.issued | 1997 | en_US |
dc.description.abstract | We study the heavy traffic regime of a discrete-time queue driven by correlated inputs, namely the M|GI|input processes of Cox. We distinguish between M|GI|processes with short- and long- range dependence, identifying for each case the appropriate heavy traffic scaling that results in non-degenerate limits. As expected, the limits we obtain for short-range dependent input involve the standard Brownian motion. Of particular interest are the conclusions for the long-range dependent case: The normalized queue length can be expressed as a function not of a fractional Brownian motion, but of an a-stable, 1/a self-similar independent increments levy process. The resulting buffer asymptotics in heavy traffic display a hyperbolic decay, of power 1 - a. Thus M|GI|processes already demonstrate that, within long-range dependence, fractional Brownian motion does not necessarily assume the ubliquitous role that standard Brownian motion plays in the short-range dependence setup. | en_US |
dc.format.extent | 2709739 bytes | |
dc.format.mimetype | application/pdf | |
dc.identifier.uri | http://hdl.handle.net/1903/5920 | |
dc.language.iso | en_US | en_US |
dc.relation.ispartofseries | ISR; TR 1997-58 | en_US |
dc.relation.ispartofseries | CSHCN; TR 1997-22 | en_US |
dc.subject | queueing networks | en_US |
dc.subject | Intelligent Signal Processing | en_US |
dc.subject | Communications Systems | en_US |
dc.title | Heavy Traffic Limits Associated with M|GI|Input Processes | en_US |
dc.type | Technical Report | en_US |
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