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

Authors:
Yu. Kozachenko;O. Vasylyk;T. Sottinen
Affiliations:
Department of Probability Theory and Math. Statistics, Kyiv National University, 64, Volodymyrska, Kyiv 01033, Ukraine yvk@mechmat.univ.kiev.ua;Department of Probability Theory and Math. Statistics, Kyiv National University, 64, Volodymyrska, Kyiv 01033, Ukraine yvk@mechmat.univ.kiev.ua;Department of Mathematics, P.O. Box 4, 00014 University of Helsinki, Finland tommi.sottinen@helsinki.fi
Venue:
Queueing Systems: Theory and Applications
Year:
2002

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Sample path large deviations for a family of long-range dependent traffic and associated queue length processes

Queueing Systems: Theory and Applications

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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.