Article ID: | iaor2014322 |
Volume: | 78 |
Issue: | 3 |
Start Page Number: | 405 |
End Page Number: | 415 |
Publication Date: | Dec 2013 |
Journal: | Mathematical Methods of Operations Research |
Authors: | Mandjes M, Es-Saghouani A |
Keywords: | statistics: multivariate |
This short communication considers the workload process of a queue operating in slotted time, focusing on the (multivariate) distribution of the workloads at different points in time. In a many‐sources framework exact asymptotics are determined, relying on large‐deviations results for the sample means of multivariate random variables.