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

DOI10.1155/JAMSA/2006/74603zbMATH Open1110.60087arXivmath/0503016MaRDI QIDQ871346FDOQ871346

Moez Draief

Publication date: 19 March 2007

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

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.

Full work available at URL: https://arxiv.org/abs/math/0503016

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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)

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Cited In (1)

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