|
Problemy Peredachi Informatsii, 1998, Volume 34, Issue 4, Pages 76–108
(Mi ppi426)
|
|
|
|
This article is cited in 10 scientific papers (total in 10 papers)
Large Systems
Large Deviations for Random Processes with Independent Increments on Infinite Intervals
R. L. Dobrushin, E. A. Pechersky
Abstract:
Methods developed in the theory of large deviations are an appropriate tool for investigation of probabilities of large fluctuations in queueing systems. In the paper, the large-deviation principle for generalized Poisson processes defined on the positive half-line $[0,\infty)$ is proved. Our approach is to find a representation of a parameter of the queueing system under investigation in terms of input flows of the system. Then the probabilities of large fluctuations of this parameter can be examined if the large-deviation principle for input processes is proved. With the help of the large-deviation principle proved here, we give a new proof for the known result on the asymptotics of the logarithm of the probability of large delay in a queueing system with a single server and Poisson input flow.
Received: 12.08.1997
Citation:
R. L. Dobrushin, E. A. Pechersky, “Large Deviations for Random Processes with Independent Increments on Infinite Intervals”, Probl. Peredachi Inf., 34:4 (1998), 76–108; Problems Inform. Transmission, 34:4 (1998), 354–382
Linking options:
https://www.mathnet.ru/eng/ppi426 https://www.mathnet.ru/eng/ppi/v34/i4/p76
|
Statistics & downloads: |
Abstract page: | 544 | Full-text PDF : | 202 | References: | 70 |
|