A reflected fBm limit for asymptotically balanced fluid models with heavy tailed ON/OFF sources
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Autores: Rosario Delgado de la Torre
- Localización: Ninth international conference Zaragoza-Pau on applied mathematics and statistics: Jaca (Spain). September 19-21, 2005 / coord. por Monique Madaune-Tort , 2006, ISBN 84-7733-871-X, págs. 215-222
- Idioma: inglés
- Enlaces
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Resumen
We consider a family of non-deterministic fluid models similar to that introduced by Harrison in [3] as the deterministic fluid analog for an open multiclass network, but with the difference that we suppose the process of external arrivals to be a nondeterministic aggregated cumulative packet process generated by a large enough number of heavy tailed ON/OFF sources, N. Scaling in time by a factor r and in state space conveniently, and letting N and r approach infinity (in this order) we prove that the scaled immediate workload process converges to a reflected fractional Brownian motion (rfBm) under heavy traffic
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