Large deviations for stochastic fluid networks with Weibullian tails

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....

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Hauptverfasser: Bazhba, Mihail, Rhee, Chang-Han, Zwart, Bert
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Sprache:eng
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Zusammenfassung: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.
DOI:10.48550/arxiv.2202.12770