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Fluid Queueing Model with Fractional Brownian Input
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 Title & Authors
Fluid Queueing Model with Fractional Brownian Input
Lee, Jiyeon;
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 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;
 Language
Korean
 Cited by
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