On The Asymptotic Relationship Between The Overflow Probability And The Loss Ratio

On The Asymptotic Relationship Between The Overflow Probability And The Loss Ratio (1999)

by Han S. Kim , Ness B. Shroff

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Datum	Value	Source
TITLE	On The Asymptotic Relationship Between The Overflow Probability And The Loss Ratio	user correction - Legacy Corrections
AUTHOR NAME	Han S. Kim	user correction - Legacy Corrections
AUTHOR AFFIL	Purdue University	user correction - Legacy Corrections
AUTHOR NAME	Ness B. Shroff	user correction - Legacy Corrections
AUTHOR AFFIL	Purdue University	user correction - Legacy Corrections
ABSTRACT	In this paper we study the asymptotic relationship between the loss ratio in a finite buffer system and the overflow probability (the tail of the queue length distribution) in the corresponding infinite buffer system. We model the system by a fluid queue which consists of a server with constant rate c and a fluid input. We provide asymptotic upper and lower bounds on the difference between log PfQ ? xg and log PL (x) under different conditions. The conditions for the upper bound are simple and are satisfied by a very large class of input processes. The conditions on the lower bound are more complex but we show that various classes of processes such as Markov modulated and ARMA type Gaussian input processes satisfy them. KEYWORDS: OVERFLOW PROBABILITY; LOSS RATIO; ASYMPTOTIC RELATIONSHIP AMS 1991 SUBJECT CLASSIFICATION: PRIMARY 60G15 SECONDARY 60G70;60K25 1.	user correction - Legacy Corrections
YEAR	1999	user correction - Legacy Corrections
CITATIONS	21 found	ParsCit 1.0