Article ID: | iaor20041326 |
Country: | Netherlands |
Volume: | 42 |
Issue: | 2 |
Start Page Number: | 113 |
End Page Number: | 129 |
Publication Date: | Oct 2002 |
Journal: | Queueing Systems |
Authors: | Sottinen T., Kozachenko Yu., Vasylyk O. |
We consider a queue fed by Gaussian traffic and give conditions on the input process under which the path space large deviations of the queue are governed by the rate function of the fractional Brownian motion. As an example we consider input traffic that is composed of independent streams, each of which is a fractional Brownian motion, having different Hurst indices.