Large deviations for complex buffer architectures: the short-range dependent case.
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| Publication date | 2006 |
| Journal | Stochastic Models |
| Volume | Issue number | 22 | 1 |
| Pages (from-to) | 99-128 |
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| Abstract |
Abstract: 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.
Keywords: Communication networks; Differentiated services; Gaussian traffic; Generalized processor sharing; Priority queue; Sample-path large deviations; Schilder's theorem; Short-range dependence; Tandem queue |
| Document type | Article |
| Published at | https://doi.org/10.1080/15326340500481762 |
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