Large deviations, moderate deviations, and queues with long-range dependent input

DOI10.1239/AAP/1029954276MaRDI QIDQ4257260zbMATH OpenOpenAlexFDO

Authors Cheng-Shang Chang, David D. Yao, Tim Zajic

Publication date 29 September 1999

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/aap/1029954276

zbMATH Keywords

long-range dependencequeuessample path large deviations and moderate deviationsweak convergence

Mathematics Subject Classification ID

Large deviations (60F10) Self-similar stochastic processes (60G18) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

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Cited in

(15)

• Conditional limit theorems for regulated fractional Brownian motion
• Queueing at large resources driven by long-tailed \(M/G/\infty\)-modulated processes
• Moderate deviations for queues in critical loading
• Sample path large deviations for a family of long-range dependent traffic and associated queue length processes
• Minimizing Large Deviation Paths for a Family of Long-Range Dependent Processes and Their Fractional Brownian Approximations
• Performance Decay in a Single Server Exponential Queueing Model with Long Range Dependence
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• Sample path moderate deviations for a family of long-range dependent traffic and associated queue length processes
• On sample-path moderate deviation principles for random walks
• Sample path moderate deviations for non-stationary power-law shot noise processes
• Sample-path moderate deviation principle for GI/GI/1+GI queues in the nearly critically loaded regime
• Long-range dependence of stationary processes in single-server queues
• An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes

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