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: | Resnick S., Samorodnitsky G., Heath D. |
Keywords: | statistics: empirical |
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.