Title
Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models
Abstract
On/off models are common inputs for a variety of communication network models as well as storage and inventory models. A stationary renewal process alternating periods of activity active transmission, fluid buildup, etc with periods of inactivity silence, no transmission, inputs off, etc induces a stationary indicator process which indicates if the system is active or not. Heavy tails for the on periods induces a covariance function for the indicator process which decreases slowly at a rate characteristic of long range dependence. This has dramatic consequences for fluid models where fluid flows in at constant rate and there is a constant rate of release.
Year
DOI
Venue
1998
10.1287/moor.23.1.145
Math. Oper. Res.
Keywords
DocType
Volume
active transmission,rate characteristic,fluid model,fluid flow,associated fluid models,heavy tails,long range dependence,stationary renewal process,common input,fluid buildup,constant rate,stationary indicator process,indicator process
Journal
23
Issue
ISSN
Citations 
1
0364-765X
46
PageRank 
References 
Authors
15.87
10
3
Name
Order
Citations
PageRank
David Heath14620.27
Sidney Resnick28120.76
Gennady Samorodnitsky314230.49