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Matematicheskie Trudy, 2002, Volume 5, Number 2, Pages 3–37 (Mi mt107)  

Large Deviations of the Waiting Time for Tandem Queueing Systems

F. Avrama, A. A. Mogul'skiib

a Universite de Pan
b Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
References:
Abstract: We consider some queueing system with two sequential servers (a tandem queueing system). Let the ergodicity conditions be satisfied. In a stationary regime denote by $T_i$ the waiting time of the beginning of servicing at the $i$th, $i=1,2$, server. In the article we obtain some conditions for an integro-local version of the large deviation principle to hold for the vector $T=(T_1,T_2)$: given a square
$$ \Delta(x)=\bigl\{y=(y_1,y_2):x_i\le y_i<x_i+\Delta,\ i=1,2\bigr\}, $$
we have
$$ \lim_{|x|\to\infty,\,x/|x|\to\omega}\frac1{|x|}\ln{\mathbb P}\bigl(T\in\Delta(x)\bigr)=-{}\,\overline{\!D}(\omega), $$
with $|x|=(x_1^2+x_2^2)^{1/2}$ and ${}\,\overline{\!D}(\omega)$ the deviation function in explicit form.
Key words: tandem queueing system, large deviation principle (LDP), large deviations, deviation function, the ergodicity conditions, the Cramér conditions, factorization identity.
Received: 30.01.2002
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: F. Avram, A. A. Mogul'skii, “Large Deviations of the Waiting Time for Tandem Queueing Systems”, Mat. Tr., 5:2 (2002), 3–37; Siberian Adv. Math., 13:2 (2003), 1–34
Citation in format AMSBIB
\Bibitem{AvrMog02}
\by F.~Avram, A.~A.~Mogul'skii
\paper Large Deviations of the~Waiting Time for Tandem Queueing Systems
\jour Mat. Tr.
\yr 2002
\vol 5
\issue 2
\pages 3--37
\mathnet{http://mi.mathnet.ru/mt107}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1944065}
\zmath{https://zbmath.org/?q=an:1047.60092|1034.60080}
\elib{https://elibrary.ru/item.asp?id=9532587}
\transl
\jour Siberian Adv. Math.
\yr 2003
\vol 13
\issue 2
\pages 1--34
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    Математические труды Siberian Advances in Mathematics
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    References:50
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