A large deviation principle with queueing applications

In this paper, we present a large deviation principle for partial sums processes indexed by the half line, which is particularly suited to queueing applications. The large deviation principle is established in a topology that is finer than the topology of uniform convergence on compacts and in which the queueing map is continuous. Consequently, a large deviation principle for steady-state queue lengths can be obtained immediately via the contraction principle.

Keywords:

• Large Deviations
• Queues
• Inverse Contraction Principle