Large deviations and queueing networks: Methods for rate function identification

被引:31
作者
Atar, R [1 ]
Dupuis, P [1 ]
机构
[1] Brown Univ, Lefschetz Ctr Dynam Syst, Div Appl Math, Providence, RI 02912 USA
关键词
large deviations; queueing networks; Skorokhod Problem; Jackson network; generalized processor sharing;
D O I
10.1016/S0304-4149(99)00051-4
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper considers the problem of rate function identification for multidimensional queueing models with feedback. A set of techniques are introduced which allow this identification when the model possesses certain structural properties. The main tools used are representation formulas for exponential integrals, weak convergence methods, and the regularity properties of associated Skorokhod Problems. Two examples are treated as special cases of the general theory: the classical Jackson network and a model for processor sharing. (C) 1999 Elsevier Science B.V. All rights reserved. MSG: Primary 60F10; 60K25; Secondary 93E20; 60F17.
引用
收藏
页码:255 / 296
页数:42
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