Large deviations of a modified Jackson network: Stability and rough asymptotics
Foley, Robert D. ; McDonald, David R.
Ann. Appl. Probab., Tome 15 (2005) no. 1A, p. 519-541 / Harvested from Project Euclid
Consider a modified, stable, two node Jackson network where server 2 helps server 1 when server 2 is idle. The probability of a large deviation of the number of customers at node one can be calculated using the flat boundary theory of Schwartz and Weiss [Large Deviations Performance Analysis (1994), Chapman and Hall, New York]. Surprisingly, however, these calculations show that the proportion of time spent on the boundary, where server 2 is idle, may be zero. This is in sharp contrast to the unmodified Jackson network which spends a nonzero proportion of time on this boundary.
Publié le : 2005-02-14
Classification:  Rare events,  change of measure,  h transform,  quasi-stationarity,  queueing networks,  60K25,  60K20
@article{1107271659,
     author = {Foley, Robert D. and McDonald, David R.},
     title = {Large deviations of a modified Jackson network: Stability and rough asymptotics},
     journal = {Ann. Appl. Probab.},
     volume = {15},
     number = {1A},
     year = {2005},
     pages = { 519-541},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1107271659}
}
Foley, Robert D.; McDonald, David R. Large deviations of a modified Jackson network: Stability and rough asymptotics. Ann. Appl. Probab., Tome 15 (2005) no. 1A, pp.  519-541. http://gdmltest.u-ga.fr/item/1107271659/