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Exact asymptotics for fluid queues fed by multiple heavy-tailed on?off flows

Michel Mandjes, Sem Borst, Bert Zwart
2004 The Annals of Applied Probability  
We consider a fluid queue fed by multiple On-Off flows with heavy-tailed (regularly varying) On periods. Under fairly mild assumptions, we prove that the workload distribution is asymptotically equivalent to that in a reduced system. The reduced system consists of a "dominant" subset of the flows, with the original service rate subtracted by the mean rate of the other flows. We describe how a dominant set may be determined from a simple knapsack formulation. The dominant set consists of a
more » ... consists of a "minimally critical" set of On-Off flows with regularly varying On periods. In case the dominant set contains just a single On-Off flow, the exact asymptotics for the reduced system follow from known results. For the case of several On-Off flows, we exploit a powerful intuitive argument to obtain the exact asymptotics. Combined with the reduced-load equivalence, the results for the reduced system provide a characterization of the tail of the workload distribution for a wide range of traffic scenarios.
doi:10.1214/105051604000000161 fatcat:7sdrenytvrgczkodrkewmf3igy