ﻻ يوجد ملخص باللغة العربية
In this paper, a many-sources large deviations principle (LDP) for the transient workload of a multi-queue single-server system is established where the service rates are chosen from a compact, convex and coordinate-convex rate region and where the service discipline is the max-weight policy. Under the assumption that the arrival processes satisfy a many-sources LDP, this is accomplished by employing Garcias extended contraction principle that is applicable to quasi-continuous mappings. For the simplex rate-region, an LDP for the stationary workload is also established under the additional requirements that the scheduling policy be work-conserving and that the arrival processes satisfy certain mixing conditions. The LDP results can be used to calculate asymptotic buffer overflow probabilities accounting for the multiplexing gain, when the arrival process is an average of emph{i.i.d.} processes. The rate function for the stationary workload is expressed in term of the rate functions of the finite-horizon workloads when the arrival processes have emph{i.i.d.} increments.
Let $X^{(delta)}$ be a Wishart process of dimension $delta$, with values in the set of positive matrices of size $m$. We are interested in the large deviations for a family of matrix-valued processes ${delta^{-1} X_t^{(delta)}, t leq 1 }$ as $delta$
The Large Deviation Principle is established for stochastic models defined by past-dependent non linear recursions with small noise. In the Markov case we use the result to obtain an explicit expression for the asymptotics of exit time.
We formulate large deviations principle (LDP) for diffusion pair $(X^epsilon,xi^epsilon)=(X_t^epsilon,xi_t^epsilon)$, where first component has a small diffusion parameter while the second is ergodic Markovian process with fast time. More exactly, th
In small-cell wireless networks where users are connected to multiple base stations (BSs), it is often advantageous to switch off dynamically a subset of BSs to minimize energy costs. We consider two types of energy cost: (i) the cost of maintaining
The large deviations principles are established for a class of multidimensional degenerate stochastic differential equations with reflecting boundary conditions. The results include two cases where the initial conditions are adapted and anticipated.