Large Deviations in Queueing Systems
Published Online: 15 FEB 2011
Copyright © 2010 John Wiley & Sons, Inc. All rights reserved.
Wiley Encyclopedia of Operations Research and Management Science
How to Cite
Ganesh, A. J. 2011. Large Deviations in Queueing Systems. Wiley Encyclopedia of Operations Research and Management Science. .
- Published Online: 15 FEB 2011
Large deviations theory deals with fluctuations of random variables from their mean values on larger scales than the central limit scaling. When applied to queueing systems, it provides an elegant unified framework for estimating the probability distributions of queue sizes and waiting times or, more precisely, their tail decay rates. This article provides a brief introduction to large deviation theory as well as its application to some simple queueing models.
- queueing model;
- large-deviation principle;
- contraction principle;
- moderate deviation principle