Title of article :
Large deviations and queueing networks: Methods for rate function identification
Author/Authors :
Atar، نويسنده , , Rami and Dupuis، نويسنده , , Paul، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Abstract :
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.
Keywords :
Generalized processor sharing , Large deviations , queueing networks , Jackson network , Skorokhod problem
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications