[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.5351/CKSS.2002.9.3.649

Fluid Queueing Model with Fractional Brownian Input

Lee, Jiyeon (Department of Statistics, Yeungnam University)

Publication Information

Communications for Statistical Applications and Methods / v.9, no.3, 2002 , pp. 649-663 More about this Journal

Abstract

We consider an unlimited fluid queueing model which has Fractional Brownian motion(FBM) as an input and a single server of constant service rate. By using the result of Duffield and O'Connell(6), we investigate the asymptotic tail-distribution of the stationary work-load. When there are multiple homogeneous FBM inputs, the workload distribution is similar to that of the queue with one FBM input; whereas for the heterogeneous sources the asymptotic work-load distributions is dominated by the source with the largest Hurst parameter.

Keywords

Fluid queueing model; Self-similarity; Long-range dependence; Stationary work-load distribution;

Citations & Related Records

Reference

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