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math.PR2005★ 47 cited
Some results on two-sided LIL behavior
Uwe Einmahl, Deli Li
Let {X,X_n;n\geq 1} be a sequence of i.i.d. mean-zero random variables, and let S_n=\sum_{i=1}^nX_i,n\geq 1. We establish necessary and sufficient conditions for having with probab…
math.PR2005★ 46 cited
Sample-path large deviations for tandem and priority queues with Gaussian inputs
Michel Mandjes, Miranda van Uitert
This paper considers Gaussian flows multiplexed in a queueing network. A single node being a useful but often incomplete setting, we examine more advanced models. We focus on a (tw…