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 Electronic Journal of Probability > Vol. 10 (2005) > Paper 32 open journal systems 


Sample Path Large Deviations Principles for Poisson Shot Noise Processes and Applications

Ayalvadi Ganesh, Microsoft Research
Claudio Macci, Universita degli Studi di Roma
Giovanni Luca Torrisi, Istituto per le Applicazioni del Calcolo


Abstract
This paper concerns sample path large deviations for Poisson shot noise processes, and applications in queueing theory. We first show that, under an exponential tail condition, Poisson shot noise processes satisfy a sample path large deviations principle with respect to the topology of pointwise convergence. Under a stronger superexponential tail condition, we extend this result to the topology of uniform convergence. We also give applications of this result to determining the most likely path to overflow in a single server queue, and to finding tail asymptotics for the queue lengths at priority queues.


Full text: PDF

Pages: 1026-1043

Published on: August 3, 2005
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Electronic Journal of Probability. ISSN: 1083-6489