Functional Large Deviation

نویسندگان

  • Anatolii A. Puhalskii
  • Ward Whitt
چکیده

We establish functional large deviation principles (FLDPs) for waiting and departure processes in single-server queues with unlimited waiting space and the rst-in rst-out service discipline. We apply the extended contraction principle to show that these processes obey FLDPs in the function space D with one of the non-uniform Skorohod topologies whenever the arrival and service processes obey FLDPs and the rate function is nite for appropriate discontinuous functions. We apply our previous FLDPs for inverse processes to obtain an FLDP for the waiting times in a queue with a superposition arrival process. We obtain FLDPs for queues within acyclic networks by showing that FLDPs are inherited by processes arising from the network operations of departure, superposition and random splitting. For this purpose, we also obtain FLDPs for split point processes. For the special cases of deterministic arrival processes and deterministic service processes, we obtain convenient explicit expressions for the rate function of the departure process, but not more generally. In general the rate function for the departure process evidently must be calculated numerically. We also obtain an FLDP for the departure process of completed work, which has important application to the concept of e ective bandwidths for admission control and capacity planning in packet communication networks.

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تاریخ انتشار 1998