University of Ulm, Faculty of Mathematics and Economics
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Asymptotics of Palm-stationary Buffer Content Distributions in Fluid Flow Queues

Department of Stochastics

 

General Information

Author: Tomasz Rolski and Sabine Schlegel and Volker Schmidt
To appear in: Advances in Applied Probability, March 1999
Contact: schlegel@mathematik.uni-ulm.de

Abstract

We study a fluid flow queueing system with m independent sources alternating between silence and activity periods. The distribution function of the activity periods of one source is supposed to be intermediate regular varying. We show that the distribution of the net increment of the buffer during an aggregate activity period (i.e. at least one source is active) is asymptotically tail-equivalent to the distribution of the net input during a single activity period with intermediate regular varying distribution function. In this way, we arrive at an asymptotical representation of the Palm-stationary tail-function of the buffer content at the beginning of aggregate activity periods. Our approach is probabilistic and extends recent results of Boxma (1996a,b) who considered the special case of regular variation.

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Sabine Schlegel -- Last update: January 14, 1999