Abstract
In this paper, we obtain a large deviation rate function for a Markov modulated process by using Donsker's and Varadhan's result. This function has a different form of Iscoe et al. Markov modulated process contains MMPP, the Markov fluid process and the process with batch arrivals. Moreover, we obtain asymptotic decay rate of the steady- state workload for a queuing model with Markov modulated process as an arrival process. This asymptotic decay rate has a different form of Duffield.
| Original language | English |
|---|---|
| Pages (from-to) | 67-74 |
| Number of pages | 8 |
| Journal | Engineering Simulation |
| Volume | 18 |
| Issue number | 1 |
| State | Published - 2000 |