Sample path large deviations for queues with many inputs

• 成果类型: Article
• 署名作者: Wischik, DJ
• 署名单位: University of Cambridge
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• 发表日期: 2001
• 页码: 379-404
• 关键词: large number; overflow; buffer; economies; scale

摘要

This paper presents a large deviations principle for the average of real-valued processes indexed by the positive integers, one which is particularly suited to queueing systems with many traffic flows. Examples are given of how it may be applied to standard queues with finite and infinite buffers, to priority queues and to finding most likely paths to overflow.