Exact multivariate workload asymptotics (Q2636925)

The authors obtain the exact bivariate asymptotics for the slotted (i.e. discrete-time) workload process in a queueing system fed by \(n\) i.i.d. input processes with stationary increments (many-sources regime). The approach uses the estimates for exact bivariate sample-mean large deviations, and earlier obtained exact asymptotics for one-dimensional distribution, as the number of sources \(n\) increases. The extension of the result to obtain exact multivariate asymptotics (for more than two points in time) is discussed.