The single server queue and the storage model: large deviations and fixed points

DOI10.1155/JAMSA/2006/74603MaRDI QIDQ871346zbMATH OpenFDO

Authors Moez Draief

Publication date 19 March 2007

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0503016, https://eudml.org/doc/53094

Mathematics Subject Classification ID

Large deviations (60F10) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Inventory, storage, reservoirs (90B05)

Abstract: We consider the coupling of a single server queue and a storage model defined as a Queue/Store model in Draief et al. 2004. We establish that if the input variables, arrivals at the queue and store, satisfy large deviations principles and are linked through an {em exponential tilting} then the output variables (departures from each system) satisfy large deviations principles with the same rate function. This generalizes to the context of large deviations the extension of Burke's Theorem derived in Draief et al. 2004.

Recommendations

• Large deviation analysis of the single server queue
• scientific article; zbMATH DE number 786526
• Large deviations for departures from a shared buffer
• The Large Deviation Principle for a General Class of Queueing Systems I
• Large deviations for a simple closed queueing model

Cites work

• scientific article; zbMATH DE number 410740 (Why is no real title available?)
• scientific article; zbMATH DE number 2046057 (Why is no real title available?)
• scientific article; zbMATH DE number 932427 (Why is no real title available?)
• scientific article; zbMATH DE number 3322728 (Why is no real title available?)
• A large deviation principle with queueing applications
• Big queues.
• Effective bandwidths at multi-class queues
• Entropy and the timing capacity of discrete queues
• Invariant rate functions for discrete-time queues
• Large deviations and overflow probabilities for the general single-server queue, with applications
• Large deviations: From empirical mean and measure to partial sums process
• Logarithmic asymptotics for steady-state tail probabilities in a single-server queue
• Queues, stores, and tableaux
• Stability, queue length, and delay of deterministic and stochastic queueing networks

Cited in

(1)

• scientific article; zbMATH DE number 3876365 (Why is no real title available?)

This page was built for publication: The single server queue and the storage model: large deviations and fixed points

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q871346)