Large deviations for stochastic fluid networks with Weibullian tails
Probability
2023-02-21 v2
Abstract
We consider a stochastic fluid network where the external input processes are compound Poisson with heavy-tailed Weibullian jumps. Our results comprise of large deviations estimates for the buffer content process in the vector-valued Skorokhod space which is endowed with the product topology. To illustrate our framework, we provide explicit results for a tandem queue. At the heart of our proof is a recent sample-path large deviations result, and a novel continuity result for the Skorokhod reflection map in the product topology.
Cite
@article{arxiv.2202.12770,
title = {Large deviations for stochastic fluid networks with Weibullian tails},
author = {Mihail Bazhba and Chang-Han Rhee and Bert Zwart},
journal= {arXiv preprint arXiv:2202.12770},
year = {2023}
}
Comments
23 pages