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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
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
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
Linking options:
https://www.mathnet.ru/eng/mt107 https://www.mathnet.ru/eng/mt/v5/i2/p3
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Abstract page: | 252 | Full-text PDF : | 88 | References: | 50 | First page: | 1 |
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