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 a careful
analysis of some functions.
Publié le : 2000-08-14
Classification:
Large deviations,
Jackson networks,
twisted distributions,
fluid limits,
localized processes,
60F10,
60J15,
60K35
@article{1019487515,
author = {Ignatiouk-Robert, Irina},
title = {Large deviations of Jackson networks},
journal = {Ann. Appl. Probab.},
volume = {10},
number = {2},
year = {2000},
pages = { 962-1001},
language = {en},
url = {http://dml.mathdoc.fr/item/1019487515}
}
Ignatiouk-Robert, Irina. Large deviations of Jackson networks. Ann. Appl. Probab., Tome 10 (2000) no. 2, pp. 962-1001. http://gdmltest.u-ga.fr/item/1019487515/