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: | Mandjes Michel, Ridder A. |
Keywords: | markov processes |
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.