Asymptotic loss probability in a finite buffer fluid queue with heterogeneous heavy-tailed on-off processes. (English) Zbl 1031.60081

Two finite fluid queues fed by a superposition of heterogeneous heavy-tailed on-off processes are considered. Both explicit and asymptotically exact results are obtained for approximating the loss rate and overflow probability under the assumption that the excess activity periods are intermediately regularly varying. The accuracy of the results is illustrated with some simulation experiments. This work is complementary to some results for the infinite buffer case.


60K25 Queueing theory (aspects of probability theory)
60F99 Limit theorems in probability theory
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[36] NEW YORK, NEW YORK 10027 E-MAIL: predrag, petar@ee.columbia.edu
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