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Sample path large deviations and intree networks. (English) Zbl 0844.60066
Summary: Using the contraction principle, we derive a set of closure properties for sample path large deviations. These properties include sum, reduction, composition and reflection mapping. Using these properties, we show that the exponential decay rates of the steady state queue length distributions in an intree network with routing can be derived by a set of recursive equations. The solution of this set of equations is related to the recently developed theory of effective bandwidth for high speed digital networks, especially ATM networks. We also prove a conditional limit theorem that illustrates how a queue builds up in an intree network.
MSC:
60K20Applications of Markov renewal processes
60F10Large deviations
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