Sample path large deviations for multiclass feedforward queueing networks in critical loading

DOI10.1214/105051606000000439zbMATH Open1160.60314arXivmath/0702256OpenAlexW1974221619MaRDI QIDQ997408FDOQ997408

Authors: K. Majewski 

Publication date: 6 August 2007

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Abstract: We consider multiclass feedforward queueing networks with first in first out and priority service disciplines at the nodes, and class dependent deterministic routing between nodes. The random behavior of the network is constructed from cumulative arrival and service time processes which are assumed to satisfy an appropriate sample path large deviation principle. We establish logarithmic asymptotics of large deviations for waiting time, idle time, queue length, departure and sojourn-time processes in critical loading. This transfers similar results from Puhalskii about single class queueing networks with feedback to multiclass feedforward queueing networks, and complements diffusion approximation results from Peterson. An example with renewal inter arrival and service time processes yields the rate function of a reflected Brownian motion. The model directly captures stationary situations.

Full work available at URL: https://arxiv.org/abs/math/0702256

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zbMATH Keywords

Brownian motionmoderate deviationsheavy trafficstationarypriority service disciplineSkorokhod mapfirst come first servereflection mapsojourn-time

Mathematics Subject Classification ID

Large deviations (60F10) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Brownian motion (60J65) Stochastic network models in operations research (90B15)

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Cited In (11)

• Large deviation properties of constant rate data streams sharing a buffer with long-range dependent traffic in critical loading
• Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence
• Large deviation bounds for single class queueing networks and their calculation
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• Large deviations for a feed-forward network
• Risk-sensitive control for the multiclass many-server queues in the moderate deviation regime

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