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A spectral theory approach for extreme value analysis in a tandem of fluid queues

Published: 01 October 2014 Publication History

Abstract

We consider a model to evaluate performance of streaming media over an unreliable network. Our model consists of a tandem of two fluid queues. The first fluid queue is a Markov modulated fluid queue that models the network congestion, and the second queue represents the play-out buffer. For this model the distribution of the total amount of fluid in the congestion and play-out buffer corresponds to the distribution of the maximum attained level of the first buffer. We show that, under proper scaling and when we let time go to infinity, the distribution of the total amount of fluid converges to a Gumbel extreme value distribution. From this result, we derive a simple closed-form expression for the initial play-out buffer level that provides a probabilistic guarantee for undisturbed play-out.

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Information & Contributors

Information

Published In

cover image Queueing Systems: Theory and Applications
Queueing Systems: Theory and Applications  Volume 78, Issue 2
October 2014
96 pages

Publisher

J. C. Baltzer AG, Science Publishers

United States

Publication History

Published: 01 October 2014

Author Tags

  1. 60G70
  2. 90B15
  3. 90B22
  4. Binet-Cauchy formula
  5. Extreme value theory
  6. Fluid queue
  7. Gumbel distribution
  8. Spectral analysis
  9. Tandem of fluid queues
  10. Time varying service rates

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