If a FIFO queue is fed by several input streams that jointly satisfy
a sample path large deviation principle (LDP) with "linear
geodesics," then the cumulative departures (up to a large time) also
satisfy the LDP with a rate function which depends in a relatively simple way
on the rate function corresponding to the inputs: this was demonstrated in a
recent paper by the second author. It suggests the possibility of an iterative
scheme which would allow one to determine the large deviation behavior of more
complicated networks. To do this, however, one would require that the linear
geodesic property be preserved: in this paper we demonstrate that in general it
is not preserved. This is true even in the case of a single input stream.
Publié le : 1998-02-14
Classification:
Sample path large
deviations,
queueing networks,
multiclass
queues,
60F10,
60K25,
60G17
@article{1027961035,
author = {Ganesh, A. J. and O'Connell, Neil},
title = {The linear geodesic property is not generally preserved by a FIFO
queue},
journal = {Ann. Appl. Probab.},
volume = {8},
number = {1},
year = {1998},
pages = { 98-111},
language = {en},
url = {http://dml.mathdoc.fr/item/1027961035}
}
Ganesh, A. J.; O'Connell, Neil. The linear geodesic property is not generally preserved by a FIFO
queue. Ann. Appl. Probab., Tome 8 (1998) no. 1, pp. 98-111. http://gdmltest.u-ga.fr/item/1027961035/