Large deviations for complex buffer architectures: the short-range dependent case

نویسنده

  • Michel Mandjes
چکیده

This paper considers Gaussian flows multiplexed in a queueing network, where the underlying correlation structure is assumed to be short-range dependent. Whereas previous work mainly focused on the FIFO setting, this paper addresses overflow characteristics of more complex buffer architectures. We subsequently analyze the tandem queue, a priority system, and generalized processor sharing. In a many-sources setting, we explicitly compute the exponential decay rate of the overflow probability. Our study relies on large-deviations arguments, e.g., Schilder's theorem. 2000 Mathematics Subject Classification: 60K25

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An efficient platform based on cupper complex-multiwalled carbon nanotube nanocomposite modified electrode for the determination of uric acid

A new voltammetric sensor for determination of uric acid (UA) by Cuppercomplex- multiwalled carbon nanotube (Cu-complex-CNT) nanocomposite modifiedcarbon paste electrode (CPE) is reported. The electrocatalytic behavior of theCu-complex-CNT nanocomposite modified CPE was studied in pH 2.0 phosphatebuffer solution by chronoamperometry (CA) and cyclic voltammetry (CV) in th...

متن کامل

Steep. Short-Crested Waves and Related Phenomena

Steep, short-crested waves, as well as a large variety of three-dimensional propagating wave patterns have been created in laboratory, utilizing a plunging half-cone. Monochromatic waves, over a range of frequencies and amplitudes through breaking and including soliton wave groups near resonance, have been observed and studied in a small wave flume. This monochromatic wavemaker creates complex ...

متن کامل

SERIE RESEARCH MEMORANDA Fast Simulation of Markov Fluid Models in conjunction with Large Deviations

In this paper Markov fluid models with buffer overflows are studied. Our aim is to find variance reduction for estimating probabilities of rare events via Monte Carlo simulation. On different probabilistic levels, we deduce large deviations expressions for the distribution of the underlying Markov chain in case of the buffer contents reaching a high level. Then we shall consider variance reduct...

متن کامل

Fast Simulation of a Queue Fed by a Superposition of Many (heavy-tailed) Sources

We consider a queue fed by a large number, say n, on–off sources with generally distributed onand off-times+ The queueing resources are scaled by n: The buffer is B[nb and the link rate is C[nc+The model is versatile+ It allows one to model both long-range-dependent traffic ~by using heavy-tailed on-periods! and short-rangedependent traffic ~by using light-tailed on-periods!+ A crucial performa...

متن کامل

State-dependent Beneš Buffer Model with Fast Loading and Output Rates

We consider a state-dependent generalization of the exponential Beneš model of single-source buffer system in which the source process consists of alternating transmission and idle periods. Martingale methods are applied for analyzing limit non-stationary behavior of the buffer content process, when the buffer is loaded and depleted, with rates proportional to a large parameter N. Depending on ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2017