Chapter 5. Gaussian Queues: An Introduction

  1. Michel Mandjes

Published Online: 11 MAY 2007

DOI: 10.1002/9780470515099.ch5

Large Deviations for Gaussian Queues: Modelling Communication Networks

Large Deviations for Gaussian Queues: Modelling Communication Networks

How to Cite

Mandjes, M. (2007) Gaussian Queues: An Introduction, in Large Deviations for Gaussian Queues: Modelling Communication Networks, John Wiley & Sons, Ltd, Chichester, UK. doi: 10.1002/9780470515099.ch5

Author Information

  1. Korteweg-de Vries Institute for Mathematics, University of Amsterdam, The Netherlands

Publication History

  1. Published Online: 11 MAY 2007
  2. Published Print: 20 APR 2007

ISBN Information

Print ISBN: 9780470015230

Online ISBN: 9780470515099

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Keywords:

  • steady-state buffer content;
  • Gaussian queues - introduction;
  • Lindley's recursion;
  • Gaussian queue with fBm input;
  • Brownian motion and Brownian bridge;
  • approximation approach;
  • Chernoff bound;
  • large-buffer regime and many-sources regime;
  • large-buffer asymptotics

Summary

This chapter contains sections titled:

  • Lindley's recursion, the steady-state buffer content

  • Gaussian queues

  • Special cases: Brownian motion and Brownian bridge

  • A powerful approximation

  • Asymptotics

  • Large-buffer asymptotics