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- Titel:
A fluid cluster Poisson input process can look like a fractional Brownian motion even in the slow growth aggregation regime
- Dokumenttyp:
- Zeitschriftenaufsatz
- Autor(en):
- Fasen, V., Samorodnitsky, G
- Abstract:
- We show that, contrary to the common wisdom, the cumulative input process in a fluid queue with cluster Poisson arrivals can converge, in the slow growth regime, to a fractional Brownian motion, and not to a Lévy stable motion. This emphasizes the lack of robustness of Lévy stable motions as ”birds-eye” descriptions of the traffic in communication networks.
- Stichworte:
- cluster Poisson process, fluid queue, fractional Brownian motion, input model, slow growth regime, scaling limit, workload process
- Zeitschriftentitel:
- Adv. in Appl. Probab.
- Jahr:
- 2009
- Band / Volume:
- 41
- Heft / Issue:
- 2
- Seitenangaben Beitrag:
- 393-427
- Reviewed:
- ja
- Sprache:
- en
- WWW:
- https://projecteuclid.org/euclid.aap/1246886617
- Status:
- Verlagsversion / published
- Semester:
- SS 09
- Format:
- Text
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