Lévy-driven GPS queues with heavy-tailed input

被引:0
|
作者
Krzysztof Dȩbicki
Peng Liu
Michel Mandjes
Iwona Sierpińska-Tułacz
机构
[1] University of Wrocław,Mathematical Institute
[2] University of Lausanne,Department of Actuarial Science
[3] UNIL-Dorigny,Korteweg
[4] University of Amsterdam,de Vries Institute for Mathematics
来源
Queueing Systems | 2017年 / 85卷
关键词
Lévy process; Fluid model; Queue; General processor sharing; Exact asymptotics; Primary: 60K25; Secondary: 90B22; 60G51;
D O I
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学科分类号
摘要
In this paper, we derive exact large buffer asymptotics for a two-class generalized processor sharing (GPS) model, under the assumption that the input traffic streams generated by both classes correspond to heavy-tailed Lévy processes. Four scenarios need to be distinguished, which differ in terms of (i) the level of heavy-tailedness of the driving Lévy processes as well as (ii) the values of the corresponding mean rates relative to the GPS weights. The derived results are illustrated by two important special cases, in which the queues’ inputs are modeled by heavy-tailed compound Poisson processes and by α\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha $$\end{document}-stable Lévy motions.
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页码:249 / 267
页数:18
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