Large deviations of inverse processes with nonlinear scalings

DOI10.1214/AOAP/1028903372zbMATH Open0939.60011OpenAlexW1990016613MaRDI QIDQ1296714FDOQ1296714

Authors: N. G. Duffield, Ward Whitt 

Publication date: 29 November 1999

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

Full work available at URL: https://doi.org/10.1214/aoap/1028903372

Recommendations

• Functional large deviation principles for first-passage-time processes
• Large deviations for processes with independent increments

zbMATH Keywords

large deviationsqueueing theoryrenewal theorycounting processesregularly varying functionsfractional Gaussian noiseinverse processes

Mathematics Subject Classification ID

Large deviations (60F10) Queueing theory (aspects of probability theory) (60K25) Self-similar stochastic processes (60G18)

Cites Work

• Fractional Brownian Motions, Fractional Noises and Applications
• Convex Analysis
• Title not available (Why is that?)
• Title not available (Why is that?)
• A storage model with self-similar input
• Large deviations behavior of counting processes and their inverses
• Stability, queue length, and delay of deterministic and stochastic queueing networks
• Functional large deviation principles for first-passage-time processes
• Exponential bounds for queues with Markovian arrivals
• Title not available (Why is that?)
• Logarithmic asymptotics for steady-state tail probabilities in a single-server queue
• Large deviations and overflow probabilities for the general single-server queue, with applications
• Unstable Asymptotics for Nonstationary Queues
• Economies of scale in queues with sources having power-law large deviation scalings

Cited In (13)

• Large deviation principles for renewal-reward processes
• Large Deviations for Clocks of Self-similar Processes
• Asymptotic results for empirical means of independent geometric distributed random variables
• Large deviations for a class of tempered subordinators and their inverse processes
• How to estimate the rate function of a cumulative process
• Large deviations behavior of counting processes and their inverses
• Large deviations for fractional Poisson processes
• Large deviations in discrete-time renewal theory
• An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes
• Efficient simulation of tail probabilities in a queueing model with heterogeneous servers
• Modeling least recently used caches with shot noise request processes
• Statistical fluctuations under resetting: rigorous results
• Large deviation principles for the finite-dimensional distributions of compound renewal processes

This page was built for publication: Large deviations of inverse processes with nonlinear scalings

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1296714)