The single server queue and the storage model: Large deviations and fixed points

The single server queue and the storage model: Large deviations and fixed points

0.00 Avg rating0 Votes
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:
Keywords: storage, inventory, queues: applications
Abstract:

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.

Reviews

Required fields are marked *. Your email address will not be published.