Article ID: | iaor2008990 |
Country: | United States |
Volume: | 53 |
Issue: | 6 |
Start Page Number: | 933 |
End Page Number: | 945 |
Publication Date: | Nov 2005 |
Journal: | Operations Research |
Authors: | Samorodnitsky Gennady, D'Auria Bernardo |
A superposition of a large number of infinite source Poisson inputs or that of a large number of ON–OFF inputs with heavy tails can look like either a fractional Brownian motion or a stable Lévy motion, depending on the magnification at which we are looking at the input process. In this paper, we investigate what happens to a queue driven by such inputs. Under such conditions, we study the output of a single fluid server and the behavior of a fluid queueing network. For the network we obtain random field limits describing the activity at different stations. In general, both kinds of stations arise in the same network: the stations of the first kind experience loads driven by a fractional Brownian motion, while the stations of the second kind experience loads driven by a stable Lévy motion.