Exponential bounds for queues with Markovian arrivals

DOI10.1007/BF01158702zbMath0811.60085OpenAlexW2087473447MaRDI QIDQ1339076

N. G. Duffield

Publication date: 19 April 1995

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01158702

zbMATH Keywords

queuesexponential boundsMarkov additive processes

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Related Items (10)

A note on martingale inequalities for fluid models ⋮ Stochastic bounds in Fork-Join queueing systems under full and partial mapping ⋮ Large deviations of Markovian polling models with applications to admission control ⋮ Large deviations, the shape of the loss curve, and economies of scale in large multiplexers ⋮ Unnamed Item ⋮ Large deviations and overflow probabilities for the general single-server queue, with applications ⋮ Loss bounds for a finite-capacity queue based on interval-wise traffic observation ⋮ On the Exponential Decay Rate of the Tail of a Discrete Probability Distribution ⋮ Effective bandwidths and performance bounds in high-speed communication systems ⋮ Large deviations of inverse processes with nonlinear scalings

Cites Work

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• Large deviations of uniformly recurrent Markov additive processes
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• Effective banwidths for the multi-type UAS channel
• Aspects of risk theory
• Dynamic, transient and stationary behavior of the M/GI/1 queue via martingales
• Large deviation rate calculations for nonlinear detectors in Gaussian noise
• A new technique for analyzing large traffic systems
• Entropy, a useful concept in risk theory
• Exponential inequalities for ruin probabilities in the Cox case
• Exponential upper bounds via martingales for multiplexers with Markovian arrivals
• Risk theory in a Markovian environment
• Convex Analysis

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