University of Cambridge > Talks.cam > Optimization and Incentives Seminar > A Scaling Framework for the Many Flows Asymptotic, through Large Deviations.

A Scaling Framework for the Many Flows Asymptotic, through Large Deviations.

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We introduce a new framework of scalings for the many flows asymptotic for queueing systems. This asymptotic was first introduced by Alan Weiss. This asymptotic is useful in estimating drop probabilities for modelling congestion control protocols as well as providing insight into observed phenomenon.

To introduce the framework we re-examine the previously studied results and see how the scalings naturally generalise. Within the framework we consider a simple Markovian example and followed by the sample path large deviations for fractional Brownian motion. This allows us to demonstrate the versatility and salient features of the framework.

In addition we briefly introduce results with in this framework for point processes which extend previous small buffer results. As well as presenting some open problems thrown up by the new framework.

This talk is part of the Optimization and Incentives Seminar series.

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