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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.

Keywords

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