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2002

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

9 years 7 months ago
Path Space Large Deviations of a Large Buffer with Gaussian Input Traffic
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.
Yu. Kozachenko, O. Vasylyk, T. Sottinen
Added 23 Dec 2010
Updated 23 Dec 2010
Type Journal
Year 2002
Where QUESTA
Authors Yu. Kozachenko, O. Vasylyk, T. Sottinen
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