• Title of article

    Conditioned asymptotics for tail probabilities in large multiplexers

  • Author/Authors

    Duffield، نويسنده , , N.G.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1998
  • Pages
    20
  • From page
    281
  • To page
    300
  • Abstract
    Consider a buffer whose input is a superposition of L independent identical sources, and which is served at rate sL. Recent work has shown that, under very general circumstances, the stationary tail probabilities for the queue of unfinished work Q in the buffer have the asymptotics P[Q > Lb] ≈ e−LI(b) for large L. Here the shape function, I, is obtained from a variational expression involving the transient log cumulant generating function of the arrival process. s paper, we extend this analysis to cover time-dependent asymptotics for Markov arrival processes subject to conditioning at some instant. In applications we envisage that such conditioning would arise due to knowledge of the queue at a coarse-grained level, for example of the number of current active sources. We show how such partial knowledge can be used to predict future tail probabilities by use of a time dependent, conditioned shape function. We develop some heuristics to describe the time-dependent shape function in terms of a reduced set of quantities associated with the underlying arrivals process and show how to calculate them for renewal arrivals and a class of ON-OFF arrivals. This bypasses the full variational calculation of the shape function for such models.
  • Keywords
    Transient behavior , Large deviations , Queueing Theory , Markov processes
  • Journal title
    Performance Evaluation
  • Serial Year
    1998
  • Journal title
    Performance Evaluation
  • Record number

    1568752