Using large deviation techniques, we analyze the tail behavior of
the stationary distribution of the buffer content process for a two-station
communication network. We also show how the associated rate function can be
expressed as the solution to a finite-dimensional variational problem. Along
the way, we develop a number of results and techniques that are of independent
interest, including continuity results for the input-output mapping for
certain multiclass fluid models and a new technique for obtaining large
deviation principles for invariant distributions from sample path large
deviation results.
Publié le : 1998-11-14
Classification:
Large deviations,
data networks,
effective bandwidths,
fluid models,
Skorokhod problem,
rate function,
60F10,
90B12,
60K25
@article{1028903374,
author = {Ramanan, Kavita and Dupuis, Paul},
title = {Large deviation properties of data streams that share a
buffer},
journal = {Ann. Appl. Probab.},
volume = {8},
number = {1},
year = {1998},
pages = { 1070-1129},
language = {en},
url = {http://dml.mathdoc.fr/item/1028903374}
}
Ramanan, Kavita; Dupuis, Paul. Large deviation properties of data streams that share a
buffer. Ann. Appl. Probab., Tome 8 (1998) no. 1, pp. 1070-1129. http://gdmltest.u-ga.fr/item/1028903374/