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Queueing Systems

, Volume 42, Issue 2, pp 113–129 | Cite as

Path Space Large Deviations of a Large Buffer with Gaussian Input Traffic

  • Yu. Kozachenko
  • O. Vasylyk
  • T. Sottinen
Article

Abstract

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 of independent streams, each of which is a fractional Brownian motion, having different Hurst indices.

fluid queue Gaussian input large deviations 

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Copyright information

© Kluwer Academic Publishers 2002

Authors and Affiliations

  1. 1.Department of Probability Theory and Math. StatisticsKyiv National UniversityKyivUkraine
  2. 2.Department of MathematicsUniversity of HelsinkiFinland

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