Exact asymptotics for fluid queues fed by multiple heavy-tailed on.off flows

Citation
Zwart, Bert et al., Exact asymptotics for fluid queues fed by multiple heavy-tailed on.off flows, Annals of applied probability , 14(2), 2004, pp. 903-957
ISSN journal
10505164
Volume
14
Issue
2
Year of publication
2004
Pages
903 - 957
Database
ACNP
SICI code
Abstract
We consider a fluid queue fed by multiple On.Off flows with heavy-tailed (regularly varying) On periods. Under fairly mild assumptions, we prove that the workload distribution is asymptotically equivalent to that in a reduced system. The reduced system consists of a .dominant. subset of the flows, with the original service rate subtracted by the mean rate of the other flows. We describe how a dominant set may be determined from a simple knapsack formulation. The dominant set consists of a .minimally critical. set of On.Off flows with regularly varying On periods. In case the dominant set contains just a single On.Off flow, the exact asymptotics for the reduced system follow from known results. For the case of several On.Off flows, we exploit a powerful intuitive argument to obtain the exact asymptotics. Combined with the reduced-load equivalence, the results for the reduced system provide a characterization of the tail of the workload distribution for a wide range of traffic scenarios.