Sample path large deviations for queues with many inputs

SAMPLE PATH LARGE DEVIATIONS FOR QUEUES WITH MANY INPUTS 1 By Damon

Sample-path Large Deviations for Tandem and Priority Queues with Gaussian Inputs

This paper considers Gaussian flows multiplexed in a queueing network. A single node being a useful but often incomplete setting, we examine more advanced models. We focus on a (two-node) tandem queue, fed by a large number of Gaussian inputs. With service rates and buffer sizes at both nodes scaled appropriately, Schilder’s sample-path large-deviations theorem can be applied to calculate the a...

Sample - Path Large Deviations

This paper considers Gaussian flows multiplexed in a queueing network. A single node being a useful but often incomplete setting, we examine more advanced models. We focus on a (twonode) tandem queue, fed by a large number of Gaussian inputs. With service rates and buffer sizes at both nodes scaled appropriately, Schilder’s sample-path large deviations theorem can be applied to calculate the as...

Sample Path Large Deviations for Order Statistics

We consider the sample paths of the order statistics of independent and identically distributed random variables with common distribution function F . If F is strictly increasing but possibly having discontinuities, we prove that the sample paths of the order statistics satisfy the large deviation principle in the Skorokhod M1 topology. Sanov’s theorem is deduced in the SkorokhodM ′ 1 topology ...

Sample Path Large Deviations for Queueing Networks with Bernoulli Routing

This paper is devoted to the problem of sample path large deviations for multidimensional queueing models with feedback. We derive a new version of the contraction principle where the continuous map is not well-defined on the whole space: we give conditions under which it allows to identify the rate function. We illustrate our technique by deriving a large deviation principle for a class of net...