Sample-path large deviations for tandem queues with Gaussian inputs

Mandjes, Michel and Uitert van, Miranda (2003) Sample-path large deviations for tandem queues with Gaussian inputs. In: 18th International Teletraffic Congress, ITC-18, 31 August - 5 September 2003, Berlin, Germany.

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Abstract:	We focus on a (two-node) tandem queue, fed by a large number of Gaussian inputs. With service rates and buffer sizes at both modes 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.
Item Type:	Conference or Workshop Item
Copyright:	© 2003 Elsevier
Faculty:	Electrical Engineering, Mathematics and Computer Science (EEMCS)
Research Group:	Stochastic Operations Research (SOR)
Link to this item:	http://purl.utwente.nl/publications/71047
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