Optimal trajectory to overflow in a queue fed by a large number of sources

Optimal trajectory to overflow in a queue fed by a large number of sources

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Article ID: iaor20003181
Country: Netherlands
Volume: 31
Issue: 1/2
Start Page Number: 137
End Page Number: 170
Publication Date: Mar 1999
Journal: Queueing Systems
Authors: ,
Keywords: markov processes
Abstract:

We analyse the deviant behaviour 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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