On the fluid limit of the M/G/∞ queue

  • Authors:
  • Christine Fricker;M. Raouf Jaïbi

  • Affiliations:
  • INRIA, Le Chesnay CX, France 78 153;Département de Mathématiques, Faculté des Sciences de Tunis, Campus Universitaire, Tunis, Tunisia 1060

  • Venue:
  • Queueing Systems: Theory and Applications
  • Year:
  • 2007

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Abstract

The paper deals with the fluid limits of some generalizedM/G/∞ queues under heavy-traffic scaling. Thetarget application is the modeling of Internet traffic at the flowlevel. Our paper first gives a simplified approach in the case ofPoisson arrivals. Expressing the state process as a functional ofsome Poisson point process, an elementary proof for limit theoremsbased on martingales techniques and weak convergence results isgiven. The paper illustrates in the special Poisson arrivals casethe classical heavy-traffic limit theorems for theG/G/∞ queue developed earlier by Borovkov andby Iglehart, and later by Krichagina and Puhalskii. In addition,asymptotics for the covariance of the limit Gaussian processes areobtained for some classes of service time distributions, which areuseful to derive in practice the key parameters of thesedistributions.