Priority queues with Gaussian input: a path space approach to loss and delay asymptotics

Michel Mandjes, Petteri Mannersalo, Ilkka Norros

    Research output: Chapter in Book/Report/Conference proceedingConference article in proceedingsScientificpeer-review


    Priority queueing is the basic technique for providing real-time Quality of Service to packet-based networking. The mathematical analysis of priority queues with general traffic models is, however, prohibitively difficult, in particular when the traffic is long-range dependent. This paper provides some important steps forward in this direction. Our analysis is the first mathematically rigorous treatment of path-space large deviations of priority queues with class-wise heterogeneous Gaussian input having an arbitrary correlation structure. This includes the computation of the most probable paths that lead to overflow in one of the queues. Compared with earlier work on the same topic, the paper provides three novel contributions: a new representation of the workload in the low-priority queues, an exact characterization of the most probable paths, and an extension of the analysis to virtual waiting times, in addition to queue lengths.
    Original languageEnglish
    Title of host publicationPerformance Challenges for Efficient Next Generation Networks
    Subtitle of host publicationProceedings of the 19th International Teletraffic Congress ITC19
    Publication statusPublished - 2005
    MoE publication typeA4 Article in a conference publication
    Event19th International Teletraffic Congress, ITC 19 - Beijing, China
    Duration: 29 Aug 20052 Sept 2005
    Conference number: 19


    Conference19th International Teletraffic Congress, ITC 19
    Abbreviated titleITC19


    • priority queue
    • large deviations
    • Gaussian processes
    • fractional Brownian motion


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