Optimal trajectory to overflow in a queue fed by a large number of sources

Citation
M. Mandjes et A. Ridder, Optimal trajectory to overflow in a queue fed by a large number of sources, QUEUEING S, 31(1-2), 1999, pp. 137-170
Citations number
23
Categorie Soggetti
Engineering Mathematics
Journal title
QUEUEING SYSTEMS
ISSN journal
02570130 → ACNP
Volume
31
Issue
1-2
Year of publication
1999
Pages
137 - 170
Database
ISI
SICI code
0257-0130(1999)31:1-2<137:OTTOIA>2.0.ZU;2-5
Abstract
We analyse the deviant behavior of a queue fed by a large number of traffic streams. In particular, we explicitly give the most likely trajectory (or 'optimal path') to buffer overflow, by applying large deviations techniques . This is done for a broad class of sources, consisting of Markov fluid sou rces and periodic sources. Apart from a number of ramifications of this res ult, we present guidelines for the numerical evaluation of the optimal path .