Analysis of G/D/1 Queueing Systems with Inputs Satisfying Large Deviation Principle under Weak * Topology

Abstract

The large deviation principle (LDP) which has been effectively used in queueing analysis is the sample path LDP, the LDP in a function space endowed with the uniform topology. Chang [5] has shown that in the discrete-time G/D/1 queueing system under the FIFO discipline, the departure process satisfies the sample path LDP if so does the arrival process. In this paper, we consider arrival processes satisfying the LDP in a space of measures endowed with the weak* topology (Lynch and Sethuraman [12]) which holds under a weaker condition. It is shown that in the queueing system mentioned above, the departure processes still satisfies the sample path LDP. Our result thus covers arrival processes which can be ruled out in the work of Chang [5]. The result is then applied to obtain the exponential decay rate of the queue length probability in an intree network as was obtained by Chang [5], who considered the arrival process satisfying the sample path LDP.