Title of article :
A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic
Author/Authors :
Delgado، نويسنده , , Rosario، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
14
From page :
188
To page :
201
Abstract :
We consider a family of non-deterministic fluid models that can be approximated under heavy traffic conditions by a multidimensional reflected fractional Brownian motion (rfBm). Specifically, we prove a heavy traffic limit theorem for multi-station fluid models with feedback and non-deterministic arrival process generated by a large enough number of heavy tailed ON/OFF sources, say N . Scaling in time by a factor r and in state space conveniently, and letting N and r approach infinity (in this order) we prove that the scaled immediate workload process converges in some sense to a rfBm.
Keywords :
Workload process , On–Off sources , Heavy traffic , Reflected fractional Brownian motion , Fluid model , Queueing network
Journal title :
Stochastic Processes and their Applications
Serial Year :
2007
Journal title :
Stochastic Processes and their Applications
Record number :
1577857
Link To Document :
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