Large deviation properties of data streams that share a buffer

DOI10.1214/AOAP/1028903374MaRDI QIDQ1296716zbMATH OpenOpenAlexWikidataFDO

Authors Kavita Ramanan, Paul Dupuis

Publication date 5 July 2000

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoap/1028903374

zbMATH Keywords

bandwidthsdata networksfluid modelslarge deviationsrate functionSkorokhod problem

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic network models in operations research (90B15)

Review text

The authors analyse the tail behaviour of the stationary distribution of the buffer content process for a two-station communication network. They also show the associate rate function as the solution to a finite-dimensional variational problem. They develop, in due course, a number of results and techniques that are of independent interest. As a result, they obtain a new technique for large derivation principles for invariant distributions from sample path large deviation.

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Cited in

(8)

• Large deviation properties of data streams that share a buffer
• Control of end-to-end delay tails in a multiclass network: LWDF discipline optimality
• Large deviations and queueing networks: Methods for rate function identification
• Largest weighted delay first scheduling: Large deviations and optimality
• Large deviations for acyclic networks of queues with correlated Gaussian inputs
• Sample path moderate deviations for the cumulative fluid produced by an increasing number of exponential on-off sources
• Large deviation properties of constant rate data streams sharing a buffer with long-range dependent traffic in critical loading
• Large deviations: An introduction to 2007 Abel prize

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