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Sample path large deviations for queues with many inputs

Wischik, D.J.; (2001) Sample path large deviations for queues with many inputs. The Annals of Applied Probability , 11 (2) p. 379. 10.1214/aoap/1015345296. Green open access

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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.

Type: Article
Title: Sample path large deviations for queues with many inputs
Open access status: An open access version is available from UCL Discovery
DOI: 10.1214/aoap/1015345296
Publisher version: http://dx.doi.org/10.1214/aoap/1015345296
Language: English
Keywords: Effective bandwidth; sample path large deviations; many sources; priority queues; paths to overflow
URI: https://discovery.ucl.ac.uk/id/eprint/12217
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