Skip to main content


eCommons@Cornell

eCommons@Cornell >
College of Engineering >
Operations Research and Information Engineering >
ORIE Technical Reports >

Please use this identifier to cite or link to this item: http://hdl.handle.net/1813/10915
Title: The Workload process with a Poisson cluster input can look like a Fractional Brownian motion even in the slow growth regime
Authors: Fasen, Vicky
Samorodnitsky, Gennady
Issue Date: 23-Jun-2008
Abstract: The workload process with a Poisson cluster input can look like a Fractional Brownian motion even in the slow growth regime Vicky Fasen_and Gennady Samorodnitsky ? May 20, 2008 Abstract We show that, contrary to the common wisdom, the workload process in a _uid queue with a cluster Poisson input can converge, in the slow growth regime, to a Fractional Brownian motion, and not to a L?vy stable motion. This emphasizes lack of robustness of L?vy stable motions as _bird-eye_ descriptions of the tra_c in communication networks. AMS 2000 Subject Classi_cations: primary: 90B22 secondary: 60F17 Keywords: cluster Poisson process, _uid queue, Fractional Brownian motion, slow growth regime, scaling limit, workload process ? Center for Mathematical Sciences, TU M?nchen, D-85747 Garching, Germany, email: fasen@ma.tum.de. Parts of the paper were written while the _rst author was visiting the Department of Operations Research and Information Engineering at Cornell University. Financial support from the Deutsche Forschungsgemeinschaft through a research grant is gratefully acknowledged. ?School of Operations Research and Information Engineering, Cornell University, Ithaca, NY 14853, email: gennady@orie.cornell.edu. Samorodnitsky's research was partially supported by an NSA grant MSPF-05G-049 and an ARO grant W911NF-07-1-0078 at Cornell University.
URI: http://hdl.handle.net/1813/10915
Appears in Collections:ORIE Technical Reports

Files in This Item:

File Description SizeFormat
SLfinal-1.pdf326.44 kBAdobe PDFView/Open

Refworks Export

Items in eCommons are protected by copyright, with all rights reserved, unless otherwise indicated.

 

© 2014 Cornell University Library Contact Us