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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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. |
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DOI: | 10.48550/arxiv.2202.12770 |