This paper concerns sample path large deviations for Poisson shot noise processes, and applications in queueing theory. We first show that, under an exponential tail condition, Poisson shot noise processes satisfy a sample path large deviations principle with respect to the topology of pointwise convergence. Under a stronger superexponential tail condition, we extend this result to the topology of uniform convergence. We also give applications of this result to determining the most likely path to overflow in a single server queue, and to finding tail asymptotics for the queue lengths at priority queues.
|Translated title of the contribution||Sample path large deviation principles for Poisson shot noise processes, and applications|
|Pages (from-to)||1026 - 1043|
|Number of pages||18|
|Journal||Electronic Journal of Probability|
|Publication status||Published - Aug 2005|