Exponential bounds for a class of stochastic processes with application to call admission control in networks
- 17 December 2002
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- Vol. 1, 156-161
- https://doi.org/10.1109/cdc.1994.411029
Abstract
Obtains computable upper and lower bounds of an exponential form for the tail distribution of a class of stochastic processes satisfying a Lindley's type recursion with non-renewal inputs. The exponential upper bound is shown to exist if the process is ergodic. The optimum decay rate for the bound is obtained by establishing a large deviation result for this process. The paper concludes with several applications including one to the problem of controlling the admission of new sessions into a network.<>Keywords
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