Title :
Large deviations analysis of MMPP/D/1 queueing
Author_Institution :
Dept. of Electr. Eng., Nagaoka Univ. of Technol., Niigata, Japan
fDate :
29 Jun-4 Jul 1997
Abstract :
We investigate the MMPP/D/1 queueing from the view point of the sample path large deviations theory. We derive the rate function for the survivor function P(Q>q) of the stationary queue length Q. We first construct a discrete time Markov chain model of the MMPP/D/1 queue and then determine the moment generating function of the conditional probability that leads to the rate function of the P(Q>q). The accuracy of the obtained approximation is confirmed by comparing it with the ordinary Monte Carlo simulation and the importance sampling simulation
Keywords :
Markov processes; channel capacity; discrete time systems; probability; queueing theory; statistical analysis; MMPP/D/1 queueing; Monte Carlo simulation; approximation; conditional probability; discrete time Markov chain model; importance sampling simulation; large deviations analysis; moment generating function; rate function; sample path large deviations theory; stationary queue length; survivor function; Artificial intelligence; Equations; Monte Carlo methods; Queueing analysis; Random processes; Random variables; Telegraphy; Telephony;
Conference_Titel :
Information Theory. 1997. Proceedings., 1997 IEEE International Symposium on
Conference_Location :
Ulm
Print_ISBN :
0-7803-3956-8
DOI :
10.1109/ISIT.1997.612948
