2022-10-01
Large deviations for stochastic fluid networks with Weibullian tails
Publication
Publication
Queueing Systems , Volume 102 - Issue 1-2 p. 25- 52
We consider a stochastic fluid network where the external input processes are compound Poisson with heavy-tailed Weibullian jumps. Our results comprise of large deviations estimates for the buffer content process in the vector-valued Skorokhod space which is endowed with the product J1 topology. To illustrate our framework, we provide explicit results for a tandem queue. At the heart of our proof is a recent sample-path large deviations result, and a novel continuity result for the Skorokhod reflection map in the product J1 topology.
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| doi.org/10.1007/s11134-022-09865-5 | |
| Queueing Systems | |
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Bazhba, M., Rhee, C.-H., & Zwart, B. (2022). Large deviations for stochastic fluid networks with Weibullian tails. Queueing Systems, 102(1-2), 25–52. doi:10.1007/s11134-022-09865-5 |
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