Sample path large deviations for queueing networks with Bernoulli routing
Probability
2007-05-23 v1
Abstract
This paper is devoted to the problem of sample path large deviations for multidimensional queueing models with feedback. We derive a new version of the contraction principle where the continuous map is not well-defined on the whole space: we give conditions under which it allows to identify the rate function. We illustrate our technique by deriving a large deviation principle for a class of networks that contains the classical Jackson networks.
Cite
@article{arxiv.math/0602130,
title = {Sample path large deviations for queueing networks with Bernoulli routing},
author = {Marc Lelarge},
journal= {arXiv preprint arXiv:math/0602130},
year = {2007}
}
Comments
25 pages, 2 figures