The single server queue and the storage model: Large deviations and fixed points

Moez Draief

International Journal of Stochastic Analysis, 2006, vol. 2006, 1-22

Abstract:

We 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.

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:074603

DOI: 10.1155/JAMSA/2006/74603

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