학술
기타
Sample-path Large deviations for Scheduled Arrival Processes with Unpunctuality
arXiv Math
CC BY
이 매체는 공공·자유 라이선스로 본문을 직접 표시합니다.Abstract
We study a scheduled-arrival process in which deterministic arrival times are perturbed by i.i.d. unpunctuality random variables.
For the empirical mean of independent copies of the resulting counting process, we prove a sample-path large deviations principle on $D([0,T])$, equipped with the Skorokhod topology.
As an application, we derive large deviation principles for the corresponding workload process under deterministic and random service setting.
In the deterministic service case, we also identify the exponentially tilted arrival path associated with a rare workload overflow event.
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