Open Access
November 1998 Large deviation properties of data streams that share a buffer
Paul Dupuis, Kavita Ramanan
Ann. Appl. Probab. 8(4): 1070-1129 (November 1998). DOI: 10.1214/aoap/1028903374

Abstract

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.

Citation

Download Citation

Paul Dupuis. Kavita Ramanan. "Large deviation properties of data streams that share a buffer." Ann. Appl. Probab. 8 (4) 1070 - 1129, November 1998. https://doi.org/10.1214/aoap/1028903374

Information

Published: November 1998
First available in Project Euclid: 9 August 2002

zbMATH: 0939.60020
MathSciNet: MR1661168
Digital Object Identifier: 10.1214/aoap/1028903374

Subjects:
Primary: 60F10 , 60K25 , 90B12

Keywords: data networks , effective bandwidths , fluid models , large deviations , Rate function , Skorokhod problem

Rights: Copyright © 1998 Institute of Mathematical Statistics

Vol.8 • No. 4 • November 1998
Back to Top