Sample path large deviations for multiclass feedforward queueing networks in critical loading

• 成果类型: Article
• 署名作者: Majewski, Kurt
• 署名单位: Siemens AG; Siemens Germany
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• DOI: 10.1214/105051606000000439
• 发表日期: 2006
• 页码: 1893-1924
• 关键词: moderate deviations; brownian-motion; approximations; queues

摘要

We consider multiclass feedforward queueing networks with first in first out and priority service disciplines at the nodes, and class dependent deterministic routing between nodes. The random behavior of the network is constructed from cumulative arrival and service time processes which are assumed to satisfy an appropriate sample path large deviation principle. We establish logarithmic asymptotics of large deviations for waiting time, idle time, queue length, departure and sojourn-time processes in critical loading. This transfers similar results from Puhalskii about single class queueing networks with feedback to multiclass feedforward queueing networks, and complements diffusion approximation results from Peterson. An example with renewal inter arrival and service time processes yields the rate function of a reflected Brownian motion. The model directly captures stationary situations.