Open AccessStatistical characteristics of queue with fractional Brownian motion input
Author(s) -
Chen J.,
Bhatia H.S.,
Addie R.G.,
Zukerman M.
Publication year - 2015
Publication title -
electronics letters
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.375
H-Index - 146
ISSN - 1350-911X
DOI - 10.1049/el.2015.0349
Subject(s) - fractional brownian motion , skewness , queue , mathematics , brownian motion , moment (physics) , queueing theory , statistical physics , reflected brownian motion , variance (accounting) , probability density function , geometric brownian motion , statistics , computer science , diffusion process , physics , classical mechanics , computer network , knowledge management , innovation diffusion , accounting , business
The factional Brownian motion has attracted significant attention because it accurately represents Internet traffic characteristics and is amenable to analysis. A link between the probability density function of the steady‐state queue size of a queue with a fractional Brownian input and the generalised Gamma distribution is discovered, and the mean, variance, third central moment and skewness are provided. New simulation results that validate the accuracy of these queueing statistics are also provided.