Economies of scale in queues with sources having power-law large deviation scalings
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We analyse the queue QL at a multiplexer with L sources which may display long-range dependence. This includes, for example, sources modelled by fractional Brownian motion (FBM). The workload processes W due to each source are assumed to have large deviation properties of the form P[Wt/a(t) < x] exp[ v(t)K(x)] for appropriate scaling functions a and v, and rate-function K. Under very general conditions limLxL1 log P[QL < Lb] = I(b), provided the offered load is held constant, where the shape function I is expressed in terms of the cumulant generating functions of the input traffic. For power-law scalings v(t) = tv, a(t) = ta (such as occur in FBM) we analyse the asymptotics of the shape function limbxbu/a(I(b) bv/a) = vu for some exponent u and constant v depending on the sources. This demonstrates the economies of scale available though the multiplexing of a large number of such sources, by comparison with a simple approximation P[QL < Lb] exp[Lbv/a] based on the asymptotic decay rate alone. We apply this formula to Gaussian processes, in particular FBM, both alone, and also perturbed by an OrnsteinUhlenbeck process. This demonstrates a richer potential structure than occurs for sources with linear large deviation scalings.
