Sample path large deviations for marked point processes in the many sources asymptotic with small buffers: Heavily and lightly loaded systems

MaRDI QIDQ6314673zbMATH OpenFDO

Authors James R. Cruise, Fraser Daly, Bemsibom Toh

Publication date 26 February 2019

Mathematics Subject Classification ID

Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Abstract: Consider a queueing system fed by traffic from $N$ independent and identically distributed marked point processes. We establish several novel sample path large deviations results in the scaled uniform topology for such a system with a small buffer. This includes both the heavily loaded case (the load grows as $Nightarrowinfty$) and the previously unexplored lightly loaded case (the load vanishes as $Nightarrowinfty$); this latter case requires the introduction of novel speed scalings for such queueing systems. Alongside these sample path large deviations results, we introduce a new framework to explore the range of scalings in the many sources asymptotic for these systems.

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