English

Sample path large deviations for marked point processes in the many sources asymptotic with small buffers: Heavily and lightly loaded systems

Probability 2019-12-11 v2

Abstract

Consider a queueing system fed by traffic from NN independent and identically distributed marked point processes. We establish several novel sample path large deviations results in the scaled uniform topology for such a system with a small buffer. This includes both the heavily loaded case (the load grows as NN\rightarrow\infty) and the previously unexplored lightly loaded case (the load vanishes as NN\rightarrow\infty); this latter case requires the introduction of novel speed scalings for such queueing systems. Alongside these sample path large deviations results, we introduce a new framework to explore the range of scalings in the many sources asymptotic for these systems.

Keywords

Cite

@article{arxiv.1902.10084,
  title  = {Sample path large deviations for marked point processes in the many sources asymptotic with small buffers: Heavily and lightly loaded systems},
  author = {James R. Cruise and Fraser Daly and Bemsibom Toh},
  journal= {arXiv preprint arXiv:1902.10084},
  year   = {2019}
}

Comments

31 pages; typos corrected and other minor changes