Heavy traffic limits associated with M/G/∞ input processes

  • Authors:
  • Konstantinos P. Tsoukatos;Armand M. Makowski

  • Affiliations:
  • Electrical Engineering Department and Institute for Systems Research, University of Maryland, College Park, MD 20742, USA E-mail: ktsouk@eng.umd.edu, armand@isr.umd.edu;Electrical Engineering Department and Institute for Systems Research, University of Maryland, College Park, MD 20742, USA E-mail: ktsouk@eng.umd.edu, armand@isr.umd.edu

  • Venue:
  • Queueing Systems: Theory and Applications
  • Year:
  • 1999

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Abstract

We study the heavy traffic regime of a discrete-time queue driven by correlated inputs, namely the M/G/∞ input processes of Cox. We distinguish between M/G/∞ processes with short- and long-range dependence, identifying in each case the appropriate heavy traffic scaling that results in a nondegenerate limit. As expected, the limits we obtain for short-range dependent inputs 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 &agr;-stable, 1/&agr; self-similar independent increment Lévy process. The resulting buffer content distribution in heavy traffic is expressed through a Mittag–Leffler special function and displays a hyperbolic decay of power 1-&agr;. Thus, M/G/∞ processes already demonstrate that under long-range dependence, fractional Brownian motion does not necessarily assume the ubiquitous role that standard Brownian motion plays in the short-range dependence setup.