Exact multivariate workload asymptotics

Exact multivariate workload asymptotics

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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: ,
Keywords: statistics: multivariate
Abstract:

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.

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