کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156461 958832 2007 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic
چکیده انگلیسی

We consider a family of non-deterministic fluid models that can be approximated under heavy traffic conditions by a multidimensional reflected fractional Brownian motion (rfBm). Specifically, we prove a heavy traffic limit theorem for multi-station fluid models with feedback and non-deterministic arrival process generated by a large enough number of heavy tailed ON/OFF sources, say NN. Scaling in time by a factor rr and in state space conveniently, and letting NN and rr approach infinity (in this order) we prove that the scaled immediate workload process converges in some sense to a rfBm.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 117, Issue 2, February 2007, Pages 188–201
نویسندگان
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