Large Deviations Analysis for Distributed Algorithms in an Ergodic Markovian Environment

被引:3
作者
Comets, Francis [1 ]
Delarue, Francois [1 ]
Schott, Rene [2 ,3 ]
机构
[1] Univ Paris 07, UFR Math, Lab Probabilites & Modeles Aleatoires, F-75251 Paris 05, France
[2] Univ Nancy 1, IECN, F-54506 Vandoeuvre Les Nancy, France
[3] Univ Nancy 1, LORIA, F-54506 Vandoeuvre Les Nancy, France
关键词
Large deviations; Distributed algorithm; Averaging principle; Hamilton-Jacobi equation; Viscosity solution; HAMILTON-JACOBI EQUATIONS; DIFFERENTIAL-EQUATIONS; BOUNDARY-CONDITIONS; RANDOM-WALKS; STACKS;
D O I
10.1007/s00245-009-9079-8
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We provide a large deviations analysis of deadlock phenomena occurring in distributed systems sharing common resources. In our model transition probabilities of resource allocation and deallocation are time and space dependent. The process is driven by an ergodic Markov chain and is reflected on the boundary of the d-dimensional cube. In the large resource limit, we prove Freidlin-Wentzell estimates, we study the asymptotic of the deadlock time and we show that the quasi-potential is a viscosity solution of a Hamilton-Jacobi equation with a Neumann boundary condition. We give a complete analysis of the colliding 2-stacks problem and show an example where the system has a stable attractor which is a limit cycle.
引用
收藏
页码:341 / 396
页数:56
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