Hostname: page-component-78c5997874-fbnjt Total loading time: 0 Render date: 2024-11-10T15:37:51.705Z Has data issue: false hasContentIssue false

Large Deviations for Queue Lengths at a Multi-Buffered Resource

Published online by Cambridge University Press:  14 July 2016

Neil O'Connell*
Affiliation:
BRIMS
*
Postal address: BRIMS, Hewlett-Packard Labs, Bristol, BS12 6QT, UK.

Abstract

In this paper we obtain the large deviation principle for scaled queue lengths at a multi-buffered resource, and simplify the corresponding variational problem in the case where the inputs are assumed to be independent.

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 1998 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Borovkov, A.A., and Mogulskii, A.A. (1996). Large deviations for stationary Markov chains in a quarter plane. Preprint.Google Scholar
Dembo, A., and Zajic, T. (1995). Large deviations: from empirical mean and measure to partial sums process. Stoch. Proc. Appl. 57, 191224.CrossRefGoogle Scholar
Dembo, A., and Zeitouni, O. (1993). Large Deviations Techniques and Applications. Jones and Bartlett, New York.Google Scholar
de Veciana, G., and Kesidis, G. (1996). Bandwidth allocation for multiple qualities of service using generalised processor sharing. Preprint.Google Scholar
Dobrushin, R.L., and Pechersky, E.A. (1995). Large deviations for random processes with independent increments on infinite intervals. Preprint.Google Scholar
Dupuis, P., and Ellis, R.S. (1997). The large deviation principle for a general class of queueing systems, I. To appear in Trans. Amer. Math. Soc.Google Scholar
Dupuis, P., and Ellis, R.S. (1996). Large deviation analysis of queueing systems. In Proc. IMA workshop on Stochastic Networks. ed. Kelly, F. and Williams, R. Springer, Berlin.Google Scholar
Friedman, A. (1982). Foundations of Modern Analysis. Dover, New York.Google Scholar
Gunson, J. (1991). Inequalities in mathematical physics. In Inequalities. ed. Norrie Everitt, W. Marcel Dekker, New York.Google Scholar
Ignatyuk, I.A., Malyshev, V., and Scherbakov, V.V. (1996) Boundary effects in large deviation problems. Preprint.Google Scholar
O'Connell, N. (1997). Large deviations for departures from a shared buffer. J. Appl. Prob. 34, 753766.Google Scholar
O'Connell, N. (1996). Queue lengths and departures at single-server resources. In Proc. RSS Workshop on Stochastic Networks, Edinburgh.Google Scholar
O'Connell, N. (1996). Stronger topologies for sample path large deviations in Euclidean space. BRIMS technical report. HPL-BRIMS-96-005.Google Scholar
Toomey, F. (1995). Notes on the shared resource problem. Unpublished manuscript.Google Scholar
Weber, R. (1996). Estimation of overflow probabilities for state-dependent service of traffic streams with dedicated buffers. In RSS Research Workshop in Stochastic Networks, Edinburgh.Google Scholar