Sample path large deviations for queues with many inputs

Sample path large deviations for queues with many inputs

Damon J. Wischik

Source: Ann. Appl. Probab. Volume 11, Number 2 (2001), 379-404.

Abstract

This paper presents a large deviations principle for the average of real-valued processes indexed by the positive integers, one which is particularly suited to queueing systems with many traffic flows. Examples are given of how it may be applied to standard queues with finite and infinite buffers, to priority queues and to finding most likely paths to overflow.

Primary Subjects: 60K25

Secondary Subjects: 60F10, 60G17, 60K30

Keywords: Effective bandwidth; sample path large deviations; many sources; priority queues; paths to overflow

Full-text: Open access

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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aoap/1015345296
Mathematical Reviews number (MathSciNet): MR1843050
Digital Object Identifier: doi:10.1214/aoap/1015345296
Zentralblatt MATH identifier: 1012.60085

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