Large deviations problems for star networks: The min policy
Delcoigne, Franck ; de La Fortelle, Arnaud
Ann. Appl. Probab., Tome 14 (2004) no. 1, p. 1006-1028 / Harvested from Project Euclid
We are interested in analyzing the effect of bandwidth sharing for telecommunication networks. More precisely, we want to calculate which routes are bottlenecks by means of large deviations techniques. The method is illustrated in this paper on a star network, where the bandwidth is shared between customers according to the so-called min policy. We prove a sample path large deviation principle for a rescaled process n−1Qnt, where Qt represents the joint number of connections at time t. The main result is to compute the rate function explicitly. The major step consists in deriving large deviation bounds for an empirical generator constructed from the join number of customers and arrivals on each route. The rest of the analysis relies on a suitable change of measure together with a localization procedure. An example shows how this can be used practically.
Publié le : 2004-05-14
Classification:  Large deviations,  rate function,  empirical generator,  change of measure,  contraction principle,  entropy,  star network,  bandwidth sharing,  min protocol,  60F10,  60K30
@article{1082737120,
     author = {Delcoigne, Franck and de La Fortelle, Arnaud},
     title = {Large deviations problems for star networks: The min policy},
     journal = {Ann. Appl. Probab.},
     volume = {14},
     number = {1},
     year = {2004},
     pages = { 1006-1028},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1082737120}
}
Delcoigne, Franck; de La Fortelle, Arnaud. Large deviations problems for star networks: The min policy. Ann. Appl. Probab., Tome 14 (2004) no. 1, pp.  1006-1028. http://gdmltest.u-ga.fr/item/1082737120/