Exact multivariate workload asymptotics (Q2636925)
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English | Exact multivariate workload asymptotics |
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Exact multivariate workload asymptotics (English)
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18 February 2014
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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.
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queueing theory
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tail asymptotics
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large deviations
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