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How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails. (English) Zbl 1059.60505
Summary: We consider a fluid queue with sessions arriving according to a Poisson process. A long-tailed distribution of session lengths induces long range dependence in the system and causes its performance to deteriorate. The deterioration is due to occurrence of load regimes far from average ones. Nonetheless, the extent of this performance deterioration is shown to depend crucially on the average values of the system parameters.

MSC:
60K25 Queueing theory (aspects of probability theory)
60F10 Large deviations
60K30 Applications of queueing theory (congestion, allocation, storage, traffic, etc.)
68M20 Performance evaluation, queueing, and scheduling in the context of computer systems
90B22 Queues and service in operations research
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