Asymptotic results for multiplexing subexponential on-off processes

被引:112
作者
Jelenkovic, PR [1 ]
Lazar, AA
机构
[1] Columbia Univ, Dept Elect Engn, New York, NY 10027 USA
[2] Columbia Univ, Ctr Telecommun Res, New York, NY 10027 USA
关键词
non-Cramer type conditions; subexponential distributions; long-tailed distributions; long-range dependency; network multiplexer; fluid flow queue; M/G/infinity queue;
D O I
10.1017/S0001867800009174
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Consider an aggregate arrival process A(N) obtained by multiplexing N on-off processes with exponential off periods of rate lambda and subexponential on periods tau(on). As N goes to infinity, with lambda N --> Lambda, A(N) approaches an M/G/infinity type process. Both for finite and infinite N, we obtain the asymptotic characterization of the arrival process activity period. Using these results we investigate a fluid queue with the limiting M/G/infinity arrival process A(t)(infinity) and capacity c. When on periods are regularly varying (with non-integer exponent), we derive a precise asymptotic behavior of the queue length random variable Q(t)(P) observed at the beginning of the arrival process activity periods P[Q(t)(P)>x] similar to Lambda r+rho-c/c-rho integral(x)(/(r+rho-c))(infinity) P[tau(on) > u] du x --> infinity, where rho = EA(t)(infinity) < c; r (c less than or equal to r)is the rate at which the fluid is arriving during an on period. The asymptotic (time average) queue distribution lower bound is obtained under more general assumptions regarding on periods than regular variation. In addition, we analyse a queueing system in which one on-off process, whose on period belongs to a subclass of subexponential distributions, is multiplexed with independent exponential processes with aggregate expected rate Ee(t). This system is shown to be asymptotically equivalent to the same queueing system with the exponential arrival processes being replaced by their total mean value Ee(t).
引用
收藏
页码:394 / 421
页数:28
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