Heavy tails and long range dependence in on/off processes and associated fluid models

Heavy tails and long range dependence in on/off processes and associated fluid models

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Article ID: iaor2004482
Country: United States
Volume: 23
Issue: 1
Start Page Number: 145
End Page Number: 165
Publication Date: Feb 1998
Journal: Mathematics of Operations Research
Authors: , ,
Keywords: statistics: empirical
Abstract:

On/off models are common inputs for a variety of communication network models as well as storage and inventory models. A stationary renewal process alternating periods of activity (active transmission, fluid buildup, etc.) with periods of inactivity (silence, no transmission, inputs off, etc.) induces a stationary indicator process which indicates if the system is active or not. Heavy tails for the on periods induces a covariance function for the indicator process which decreases slowly at a rate characteristic of long range dependence. This has dramatic consequences for fluid models where fluid flows in at constant rate and there is a constant rate of release.

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