Large Deviations and Transient Multiplexing at a Buffered Resource

Duffy, K. and Toomey, F. (2000) Large Deviations and Transient Multiplexing at a Buffered Resource. (Preprint)

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In this paper we discuss asymptotics associated with a large number of sources using a resource in a compact time interval. A large deviations condition is placed on the sum of the vectors that describe the stochastic behaviour of the sources and large deviations results deduced about the probability of exhaustion of the resource. This approach allows us to consider sources which are highly non-stationary in time. The examples in mind are a single server queue and a form of the Cramer-Lundburg model from risk theory. Connection is made with past work on stability of queues and effective bandwidths. A number of examples are presented to illustrate the strengths of this approach.

Item Type: Article
Divisions: School of Theoretical Physics > Preprints
Date Deposited: 19 Jun 2018 13:53
Last Modified: 15 Dec 2022 14:57

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