Large deviations for complex buffer architectures: the short-range dependent case.

Open Access
Authors
Publication date 2006
Journal Stochastic Models
Volume | Issue number 22 | 1
Pages (from-to) 99-128
Organisations
  • Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
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
Downloads
Permalink to this page
Back