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Physical Sciences and Mathematics Commons

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Mathematics

2005

Mathematics Faculty Publications

Fractional Brownian Motion

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Queuing Systems With Multiple Fbm-Based Traffic Models, Mihaela Teodora Matache, Valentin Matache Jan 2005

Queuing Systems With Multiple Fbm-Based Traffic Models, Mihaela Teodora Matache, Valentin Matache

Mathematics Faculty Publications

A multiple fractional Brownian motion (FBM)-based traffic model is considered. Various lower bounds for the overflow probability of the associated queueing system are obtained. Based on a probabilistic bound for the busy period of an ATM queueing system associated with a multiple FBM-based input traffic, a minimal dynamic buffer allocation function (DBAF) is obtained and a DBAF-allocation algorithm is designed. The purpose is to create an upper bound for the queueing system associated with the traffic. This upper bound, called a DBAF, is a function of time, dynamically bouncing with the traffic. An envelope process associated with the multiple FBM-based …