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- Title
Large deviations for stochastic fluid networks with Weibullian tails.
- Authors
Bazhba, Mihail; Rhee, Chang-Han; Zwart, Bert
- Abstract
We consider a stochastic fluid network where the external input processes are compound Poisson with heavy-tailed Weibullian jumps. Our results comprise of large deviations estimates for the buffer content process in the vector-valued Skorokhod space which is endowed with the product J 1 topology. To illustrate our framework, we provide explicit results for a tandem queue. At the heart of our proof is a recent sample-path large deviations result, and a novel continuity result for the Skorokhod reflection map in the product J 1 topology.
- Subjects
LARGE deviations (Mathematics); FLUIDS; TOPOLOGY
- Publication
Queueing Systems, 2022, Vol 102, Issue 1/2, p25
- ISSN
0257-0130
- Publication type
Article
- DOI
10.1007/s11134-022-09865-5