Sample-path large deviations for tandem and priority queues with Gaussian inputs
From MaRDI portal
Publication:558670
DOI10.1214/105051605000000133zbMath1069.60079arXivmath/0505214OpenAlexW2038996456MaRDI QIDQ558670
Miranda van Uitert, M. R. H. Mandjes
Publication date: 13 July 2005
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0505214
Gaussian processes (60G15) Queueing theory (aspects of probability theory) (60K25) Large deviations (60F10)
Related Items (23)
Large Deviations for Complex Buffer Architectures: The Short-Range Dependent Case ⋮ On convergence to stationarity of fractional Brownian storage ⋮ Exact asymptotics of Gaussian-driven tandem queues ⋮ Queueing systems fed by many exponential on-off sources: an infinite-intersection approach ⋮ A large-deviations analysis of the GI/GI/1 SRPT queue ⋮ Large buffer asymptotics for generalized processor sharing queues with Gaussian inputs ⋮ Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation ⋮ A note on large-buffer asymptotics for generalized processor sharing with Gaussian inputs ⋮ The Cramér-Lundberg model with a fluctuating number of clients ⋮ A note on the delay distribution in GPS ⋮ Reduction of a polling network to a single node ⋮ Tail Asymptotics of the M/G/∞ Model ⋮ Generalized processor sharing: Characterization of the admissible region and selection of optimal weights ⋮ Tandem Brownian queues ⋮ Large deviation properties of constant rate data streams sharing a buffer with long-range dependent traffic in critical loading ⋮ Large deviations of infinite intersections of events in Gaussian processes ⋮ Sample path large deviations for multiclass feedforward queueing networks in critical loading ⋮ Asymptotic analysis of Lévy-driven tandem queues ⋮ On a generic class of two-node queueing systems ⋮ Large deviations for acyclic networks of queues with correlated Gaussian inputs ⋮ On the Dependence Structure of Gaussian Queues ⋮ Bounds for expected supremum of fractional Brownian motion with drift ⋮ A TANDEM QUEUE WITH LÉVY INPUT: A NEW REPRESENTATION OF THE DOWNSTREAM QUEUE LENGTH
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Queueing at large resources driven by long-tailed \(M/G/\infty\)-modulated processes
- Large deviations of the sample mean in general vector spaces
- A storage model with self-similar input
- Tail probabilities for \(M/G/\infty\) input processes. I: Preliminary asymptotics
- Extremes of a certain class of Gaussian processes
- Sample path large deviations for queues with many inputs
- Large deviations, the shape of the loss curve, and economies of scale in large multiplexers
- Analysis of a phase transition phenomenon in packet networks
- On the Integrodifferential Equation of Takacs. I
- A new technique for analyzing large traffic systems
- A Note on the Benefits of Buffering
- Exact overflow asymptotics for queues with many Gaussian inputs
- Buffer overflow asymptotics for a buffer handling many traffic sources
- Reduction Methods for Tandem Queuing Systems
- A Sequence of Service Stations with Arbitrary Input and Regular Service Times
This page was built for publication: Sample-path large deviations for tandem and priority queues with Gaussian inputs
