Sample path large deviations for a family of long-range dependent traffic and associated queue length processes
Sample path large deviation principles characterize the asymptotic speed with which the probability of an untypical event converges to zero for a sequence of processes through a rate function. The main contribution of this work is to give a simple and explicit example of a sample path large deviation principle for a sequence of long-range dependent processes with an asymmetric rate function reflecting the long-range dependence. The considered processes are constructed from the cumulative traffic generated by the superposition of constant rate fluid sessions with exponentially distributed inter start times and Pareto distributed durations with finite mean and infinite variance. A sample path large deviation principle is proved when the session start time intensity is increased and the processes are centered and scaled appropriately.
- Sample path moderate 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
- scientific article; zbMATH DE number 1944321
- scientific article; zbMATH DE number 1944277
- Large deviations, moderate deviations, and queues with long-range dependent input
- A large deviation principle with queueing applications
- Asymptotic behavior of a multiplexer fed by a long-range dependent process
- scientific article; zbMATH DE number 410740 (Why is no real title available?)
- scientific article; zbMATH DE number 3854261 (Why is no real title available?)
- scientific article; zbMATH DE number 5363773 (Why is no real title available?)
- scientific article; zbMATH DE number 1944277 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- scientific article; zbMATH DE number 3322728 (Why is no real title available?)
- Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
- Large deviations for multi-dimensional reflected fractional Brownian motion
- Large Deviations for Trajectories of Multi-Dimensional Random Walks
- Large deviations for vector-valued Lévy processes
- Large deviations, moderate deviations, and queues with long-range dependent input
- Large deviations: From empirical mean and measure to partial sums process
- Large exceedances for multidimensional Lévy processes
- Minimizing Large Deviation Paths for a Family of Long-Range Dependent Processes and Their Fractional Brownian Approximations
- On the Integrodifferential Equation of Takacs. I
- Path space large deviations of a large buffer with Gaussian input traffic
- Queueing at large resources driven by long-tailed \(M/G/\infty\)-modulated processes
- Sample path moderate deviations for a family of long-range dependent traffic and associated queue length processes
- Some Asymptotic Formulas for Wiener Integrals
- Steady-state distribution of the buffer content for \(\text{M}/\text{G}/\infty\) input fluid queues
- On weak convergence of long-range-dependent traffic processes.
- Sample path large deviations and intree networks
- Minimizing Large Deviation Paths for a Family of Long-Range Dependent Processes and Their Fractional Brownian Approximations
- Large deviation properties of constant rate data streams sharing a buffer with long-range dependent traffic in critical loading
- Large deviations, moderate deviations, and queues with long-range dependent input
- Economies of scale in queues with sources having power-law large deviation scalings
- Sample path moderate deviations for a family of long-range dependent traffic and associated queue length processes
- Poisson convergence, in large deviations, for the superposition of independent point processes
- Yule process sample path asymptotics
This page was built for publication: Sample path large deviations for a family of long-range dependent traffic and associated queue length processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2494540)
