Moderate deviations in queueing theory

Damon Wischik. Submitted. [preprint pdf]

Abstract.

Moderate deviations theory concerns a collection of scales between large deviations theory and the central limit theorem. When applied to queueing problems, moderate deviations theory combines the simplicity of large deviations techniques with the parsimony of heavy traffic approximations. This leads to some very simple heuristics for traffic engineering---for example, that a traffic stream passing through several queues is not significantly smoothed except at the most congested queue.
Probability and Stochastic Processes seminar, Stanford, 29 October 2001. [slides pdf]
Conference on Stochastic Processes and their Applications, Cambridge, 9-13 July 2001.
Stochastic Networks Workshop, Cambridge, 15 December 2000.
Workshop on Stochastic Networks, Madison, Wisconsin, 26-30 June 2000.