Sample path large deviations for a family of long-range dependent traffic and associated queue length processes (Q2494540): Difference between revisions

Sample path large deviation principles characterize the asymptotic speed with which the probability of an untypical event converges to zero for a sequence of processes through a rate function. The main contribution of this work is to give a simple and explicit example of a sample path large deviation principle for a sequence of long-range dependent processes with an asymmetric rate function reflecting the long-range dependence. The considered processes are constructed from the cumulative traffic generated by the superposition of constant rate fluid sessions with exponentially distributed inter start times and Pareto distributed durations with finite mean and infinite variance. A sample path large deviation principle is proved when the session start time intensity is increased and the processes are centered and scaled appropriately.