TWO-PARAMETER SAMPLE PATH LARGE DEVIATIONS FOR INFINITE-SERVER QUEUES

Let Qλ(t, y) be the number of people present at time t with at least y units of remaining service time in an infinite server system with arrival rate equal to λ> 0. In the presence of a non-lattice renewal arrival process and assuming that the service times have a continuous distribution, we obtain a large deviations principle for Qλ(·)/λ under the topology of uniform convergence on [0, T] × [0,∞). We illustrate our results by obtaining the most likely paths, represented as sur-faces, to overflow in the setting of loss queues, and also to ruin in life insurance portfolios. 1. Introduction. Th