English

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 J1J_1 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 J1J_1 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

R2 v1 2026-06-24T09:54:02.934Z