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Article: On the dynamics of a finite buffer queue conditioned on the amount of loss

TitleOn the dynamics of a finite buffer queue conditioned on the amount of loss
Authors
Zhang, XiaoweiGlynn, Peter W.
KeywordsLarge deviations
Reflected Brownian motion
Quasi-stationary
Local time
Issue Date2011
Citation
Queueing Systems, 2011, v. 67, n. 2, p. 91-110 How to Cite?
DOI: http://dx.doi.org/10.1007/s11134-010-9204-z
AbstractThis paper is concerned with computing large-deviation asymptotics for the loss process in a stylized queueing model that is fed by a Brownian input process. In addition, the dynamics of the queue, conditional on such a large deviation in the loss, is calculated. Finally, the paper computes the quasi-stationary distribution of the system and the corresponding dynamics, conditional on no loss occurring. © 2010 Springer Science+Business Media, LLC.
Persistent Identifierhttp://hdl.handle.net/10722/271464
ISSN
0257-0130
2023 Impact Factor: 0.7
2023 SCImago Journal Rankings: 0.762
ISI Accession Number ID
WOS:000286674300001

 

DC FieldValueLanguage
dc.contributor.authorZhang, Xiaowei-
dc.contributor.authorGlynn, Peter W.-
dc.date.accessioned2019-07-02T07:16:08Z-
dc.date.available2019-07-02T07:16:08Z-
dc.date.issued2011-
dc.identifier.citationQueueing Systems, 2011, v. 67, n. 2, p. 91-110-
dc.identifier.issn0257-0130-
dc.identifier.urihttp://hdl.handle.net/10722/271464-
dc.description.abstractThis paper is concerned with computing large-deviation asymptotics for the loss process in a stylized queueing model that is fed by a Brownian input process. In addition, the dynamics of the queue, conditional on such a large deviation in the loss, is calculated. Finally, the paper computes the quasi-stationary distribution of the system and the corresponding dynamics, conditional on no loss occurring. © 2010 Springer Science+Business Media, LLC.-
dc.languageeng-
dc.relation.ispartofQueueing Systems-
dc.subjectLarge deviations-
dc.subjectReflected Brownian motion-
dc.subjectQuasi-stationary-
dc.subjectLocal time-
dc.titleOn the dynamics of a finite buffer queue conditioned on the amount of loss-
dc.typeArticle-
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1007/s11134-010-9204-z-
dc.identifier.scopuseid_2-s2.0-79251643146-
dc.identifier.volume67-
dc.identifier.issue2-
dc.identifier.spage91-
dc.identifier.epage110-
dc.identifier.eissn1572-9443-
dc.identifier.isiWOS:000286674300001-
dc.identifier.issnl0257-0130-

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