Sample-path large deviations for tandem and priority queues with Gaussian inputs
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Publication:558670
DOI10.1214/105051605000000133zbMATH Open1069.60079arXivmath/0505214OpenAlexW2038996456MaRDI QIDQ558670FDOQ558670
Authors: Miranda van Uitert, M. R. H. Mandjes 
Publication date: 13 July 2005
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Abstract: This paper considers Gaussian flows multiplexed in a queueing network. A single node being a useful but often incomplete setting, we examine more advanced models. We focus on a (two-node) tandem queue, fed by a large number of Gaussian inputs. With service rates and buffer sizes at both nodes scaled appropriately, Schilder's sample-path large-deviations theorem can be applied to calculate the asymptotics of the overflow probability of the second queue. More specifically, we derive a lower bound on the exponential decay rate of this overflow probability and present an explicit condition for the lower bound to match the exact decay rate. Examples show that this condition holds for a broad range of frequently used Gaussian inputs. The last part of the paper concentrates on a model for a single node, equipped with a priority scheduling policy. We show that the analysis of the tandem queue directly carries over to this priority queueing system.
Full work available at URL: https://arxiv.org/abs/math/0505214
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Large deviations (60F10) Gaussian processes (60G15) Queueing theory (aspects of probability theory) (60K25)
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