Large deviations of Jackson networks

• 成果类型: Article
• 署名作者: Ignatiouk-Robert, I
• 署名单位: CY Cergy Paris Universite
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• 发表日期: 2000
• 页码: 962-1001
• 关键词: discontinuous statistics; MARKOV-PROCESSES; queuing-networks; random-walks; Rare events; systems; queues

摘要

The problem of large deviations for a Jackson network is analyzed in detail. A new representation of the rate function is given and a simple procedure is proposed to get its closed form expression. The methods used rely on twisted distributions, localized processes, fluid limits and II careful analysis of some functions.