Article ID: | iaor20084751 |
Country: | United States |
Volume: | 2006 |
Issue: | 74603 |
Start Page Number: | 1 |
End Page Number: | 22 |
Publication Date: | Jan 2006 |
Journal: | Journal of Applied Mathematics and Stochastic Analysis |
Authors: | Draief Moez |
Keywords: | storage, inventory, queues: applications |
We consider the coupling of a single server queue and a storage model defined as a queue/store model. We establish that if the input variables, arrivals at the queue and store, satisfy large deviations principles and are linked through an exponential tilting, then the output variables (departures from each system) satisfy large deviations principles with the same rate function.