Moderate deviations in queueing theory
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.