Large deviations of inverse processes with nonlinear scalings

DOI10.1214/AOAP/1028903372MaRDI QIDQ1296714zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 410740 (Why is no real title available?)
• scientific article; zbMATH DE number 3500818 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• A storage model with self-similar input
• Convex Analysis
• Economies of scale in queues with sources having power-law large deviation scalings
• Exponential bounds for queues with Markovian arrivals
• Fractional Brownian Motions, Fractional Noises and Applications
• Functional large deviation principles for first-passage-time processes
• Large deviations and overflow probabilities for the general single-server queue, with applications
• Large deviations behavior of counting processes and their inverses
• Logarithmic asymptotics for steady-state tail probabilities in a single-server queue
• Stability, queue length, and delay of deterministic and stochastic queueing networks
• Unstable Asymptotics for Nonstationary Queues

Cited in

(13)

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

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