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Overflow Asymptotics for large Communications Systems with General Markov Fluid Sources

Published online by Cambridge University Press:  27 July 2009

Michel Mandjes
Michel Mandjes
Affiliation:
Department of Econometrics, Vrije Universiteit Amsterdam, De Boelelaan 1105, 1081 HV Amsterdam, The Netherlands
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Extract

This paper is concerned with overflows in queues fed by Markov fluid input. The results are asymptotic in the number of sources; that is, we let the number of users grow large. The main objectives of this study are to characterize both overflow probability and the “most probable way” in which overflow occurs. Applying large deviations techniques, known results (Weiss, 1986, Advances in Applied Probability 18: 506–532) for exponential on-off sources are extended to general Markov fluid input. Successively, zero, small, and large buffers are treated. Finally, results for multiclass input are given.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 10 , Issue 4 , October 1996 , pp. 501 - 518
Copyright
Copyright © Cambridge University Press 1996

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