The Annals of Applied Probability

Large deviation properties of data streams that share a buffer

Paul Dupuis and Kavita Ramanan

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Abstract

Using large deviation techniques, we analyze the tail behavior of the stationary distribution of the buffer content process for a two-station communication network. We also show how the associated rate function can be expressed as the solution to a finite-dimensional variational problem. Along the way, we develop a number of results and techniques that are of independent interest, including continuity results for the input-output mapping for certain multiclass fluid models and a new technique for obtaining large deviation principles for invariant distributions from sample path large deviation results.

Article information

Source
Ann. Appl. Probab., Volume 8, Number 4 (1998), 1070-1129.

Dates
First available in Project Euclid: 9 August 2002

Permanent link to this document
https://projecteuclid.org/euclid.aoap/1028903374

Digital Object Identifier
doi:10.1214/aoap/1028903374

Mathematical Reviews number (MathSciNet)
MR1661168

Zentralblatt MATH identifier
0939.60020

Subjects
Primary: 60F10: Large deviations 90B12 60K25: Queueing theory [See also 68M20, 90B22]

Keywords
Large deviations data networks effective bandwidths fluid models Skorokhod problem rate function

Citation

Ramanan, Kavita; Dupuis, Paul. Large deviation properties of data streams that share a buffer. Ann. Appl. Probab. 8 (1998), no. 4, 1070--1129. doi:10.1214/aoap/1028903374. https://projecteuclid.org/euclid.aoap/1028903374


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