Traffic with an fBm Limit: Convergence of the Stationary Workload Process

  • Authors:
  • Krzysztof Dębicki;Michel Mandjes

  • Affiliations:
  • CWI, P.O. Box 94079, 1090 GB Amsterdam, The Netherlands, and Mathematical Institute, University of Wrocław, pl. Grunwaldzki 2/4, 50-384 Wrocław, Poland;CWI, P.O. Box 94079, 1090 GB Amsterdam, The Netherlands, and Faculty of Mathematical Sciences, University of Twente, P.O. Box 217, 7500 AE Enschede, The Netherlands

  • Venue:
  • Queueing Systems: Theory and Applications
  • Year:
  • 2004

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Abstract

Highly-aggregated traffic in communication networks is often modeled as fractional Brownian motion (fBm). This is justified by the theoretical result that the sum of a large number of on–off inputs, with either on-times or off-times having a heavy-tailed distribution with infinite variance, converges to fBm, after rescaling time appropriately. For performance analysis purposes, the key question is whether this convergence carries over to the stationary buffer content process. In this paper it is shown that, in a heavy-traffic queueing environment, this property indeed holds.