2004
Large deviations for complex buffer architectures: the short-range dependent case
Publication
Publication
This paper considers Gaussian flows multiplexed in a queueing network, where the underlying correlation structure is assumed to be short-range dependent. Whereas previous work mainly focused on the FIFO setting, this paper addresses overflow characteristics of more complex buffer architectures. We subsequently analyze the tandem queue, a priority system, and generalized processor sharing. In a many-sources setting, we explicitly compute the exponential decay rate of the overflow probability. Our study relies on large-deviations arguments, e.g., Schilder's theorem
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CWI | |
CWI. Probability, Networks and Algorithms [PNA] | |
Organisation | Stochastics |
Mandjes, M. (2004). Large deviations for complex buffer architectures: the short-range dependent case. CWI. Probability, Networks and Algorithms [PNA]. CWI. |