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The single server queue and the storage model: Large deviations and fixed points


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Authors

Draief, Moez 

Abstract

jats:pWe consider the coupling of a single server queue and a storage model defined as a queue/store model. We establish that if the input variables, arrivals at the queue and store, satisfy large deviations principles and are linked through an exponential tilting, then the output variables (departures from each system) satisfy large deviations principles with the same rate function.</jats:p>

Description

Keywords

4901 Applied Mathematics, 49 Mathematical Sciences, 4905 Statistics

Journal Title

Journal of Applied Mathematics and Stochastic Analysis

Conference Name

Journal ISSN

1048-9533
1687-2177

Volume Title

Publisher

Hindawi Limited