English

The Single Server Queue and the Storage Model: Large Deviations and Fixed Points

Probability 2007-05-23 v2

Abstract

We consider the coupling of a single server queue and a storage model defined as a Queue/Store model in Draief et al. 2004. We establish that if the input variables, arrivals at the queue and store, satisfy large deviations principles and are linked through an {\em exponential tilting} then the output variables (departures from each system) satisfy large deviations principles with the same rate function. This generalizes to the context of large deviations the extension of Burke's Theorem derived in Draief et al. 2004.

Keywords

Cite

@article{arxiv.math/0503016,
  title  = {The Single Server Queue and the Storage Model: Large Deviations and Fixed Points},
  author = {Moez Draief},
  journal= {arXiv preprint arXiv:math/0503016},
  year   = {2007}
}

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20 pages