How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails

Citation
Heath, David et al., How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails, Annals of applied probability , 9(2), 1999, pp. 352-375
ISSN journal
10505164
Volume
9
Issue
2
Year of publication
1999
Pages
352 - 375
Database
ACNP
SICI code
Abstract
We consider a fluid queue with sessions arriving according to a Poisson process. A long-tailed distribution of session lengths induces long range dependence in the system and causes its performance to deteriorate. The deterioration is due to occurrence of load regimes far from average ones. Nonetheless, the extent of this performance deterioration is shown to depend crucially on the average values of the system parameters.