Large Deviation Results for Queues with Continuous Time Markov Modulated Arrivals

摘要

In this paper, we obtain a large deviation rate function for a Markov modulated process by using Donsker's and Varadhan's result[6]. This function has a different form of Iscoe et al.[5]. Markov Mudulated process contains MMPP, the Markov fluid process and the process with batch arrivals. Moreover, we obtain asymptotic decay rate of the steady-state workload for a queuing model With Markov modulated process as an arrival process. This asymptotic decay rate has a different Form of Duffield[8].