Convexity properties of loss and overflow functions

@article{Kumaran2003ConvexityPO,
  title={Convexity properties of loss and overflow functions},
  author={Krishnan Kumaran and Michel Mandjes and Alexander L. Stolyar},
  journal={Oper. Res. Lett.},
  year={2003},
  volume={31},
  pages={95-100}
}
We show that the fluid loss ratio in a fluid queue with finite buffer b and constant link capacity c is always a jointly convex function of b andc. This generalizes prior work [7] which shows convexity of the (b; c) trade-off for large number of i.i.d. multiplexed sources, using the large deviations rate function as approximation for fluid loss. Our… CONTINUE READING