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Path Space Large Deviations of a Large Buffer with Gaussian Input Traffic

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Abstract

We consider a queue fed by Gaussian traffic and give conditions on the input process under which the path space large deviations of the queue are governed by the rate function of the fractional Brownian motion. As an example we consider input traffic that is composed of of independent streams, each of which is a fractional Brownian motion, having different Hurst indices.

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Author information

Authors and Affiliations

  1. Department of Probability Theory and Math. Statistics, Kyiv National University, 64, Volodymyrska, Kyiv, 01033, Ukraine

    Yu. Kozachenko & O. Vasylyk

  2. Department of Mathematics, University of Helsinki, P.O. Box 4, 00014, Finland

    T. Sottinen

Authors
  1. Yu. Kozachenko
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  2. O. Vasylyk
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  3. T. Sottinen
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Corresponding author

Correspondence to T. Sottinen.

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Kozachenko, Y., Vasylyk, O. & Sottinen, T. Path Space Large Deviations of a Large Buffer with Gaussian Input Traffic. Queueing Systems 42, 113–129 (2002). https://doi.org/10.1023/A:1020161203956

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  • DOI: https://doi.org/10.1023/A:1020161203956

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