Path space large deviations of a large buffer with Gaussian input traffic. (English) Zbl 1037.60082

Summary: We consider a queue fed by Gaussian traffic and give conditions on the input process under which the path space large deviations of the queue are governed by the rate function of the fractional Brownian motion. As an example we consider input traffic that is composed of independent streams, each of which is a fractional Brownian motion, having different Hurst indices.


60K25 Queueing theory (aspects of probability theory)
60F10 Large deviations
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