Optimal trajectory to overflow in a queue fed by a large number of sources |
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Authors: | Mandjes Michel Ridder Ad |
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Affiliation: | (1) KPN Research, PO Box 421, 2260 AK Leidschendam, The Netherlands;(2) Department of Econometrics, Vrije Universiteit, De Boelelaan 1105, 1081 HV Amsterdam, The Netherlands |
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Abstract: | We analyse the deviant behavior of a queue fed by a large number of traffic streams. In particular, we explicitly give the most likely trajectory (or optimal path) to buffer overflow, by applying large deviations techniques. This is done for a broad class of sources, consisting of Markov fluid sources and periodic sources. Apart from a number of ramifications of this result, we present guidelines for the numerical evaluation of the optimal path. |
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Keywords: | queueing theory large deviations asymptotics buffer overflow calculus of variations ATM multiplexers |
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