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Optimal trajectory to overflow in a queue fed by a large number of sources

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Abstract

We analyse the deviant behavior of a queue fed by a large number of traffic streams. In particular, we explicitly give the most likely trajectory (or ‘optimal path’) to buffer overflow, by applying large deviations techniques. This is done for a broad class of sources, consisting of Markov fluid sources and periodic sources. Apart from a number of ramifications of this result, we present guidelines for the numerical evaluation of the optimal path.

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Authors and Affiliations

  1. KPN Research, PO Box 421, 2260, AK Leidschendam, The Netherlands

    Michel Mandjes

  2. Department of Econometrics, Vrije Universiteit, De Boelelaan 1105, 1081, HV Amsterdam, The Netherlands

    Ad Ridder

Authors
  1. Michel Mandjes
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  2. Ad Ridder
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Mandjes, M., Ridder, A. Optimal trajectory to overflow in a queue fed by a large number of sources. Queueing Systems 31, 137–170 (1999). https://doi.org/10.1023/A:1019154129708

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