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Exact multivariate workload asymptotics

A. Es-Saghouani () and M. Mandjes ()

Mathematical Methods of Operations Research, 2013, vol. 78, issue 3, 405-415

Abstract: This short communication considers the workload process of a queue operating in slotted time, focusing on the (multivariate) distribution of the workloads at different points in time. In a many-sources framework exact asymptotics are determined, relying on large-deviations results for the sample means of multivariate random variables. Copyright Springer-Verlag Berlin Heidelberg 2013

Keywords: Queueing theory; Tail asymptotics; Large deviations (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s00186-013-0450-9

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