The single server queue and the storage model: Large deviations and fixed points
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Repository DOI
Change log
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
1687-2177
Volume Title
Publisher
Hindawi Limited