Large deviations of Jackson networks.

DOI10.1214/aoap/1019487515zbMath1073.60510OpenAlexW2040442483MaRDI QIDQ1872449

Irina Ignatiouk-Robert

Publication date: 6 May 2003

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1019487515

zbMATH Keywords

fluid limitslocalized processestwisted distributions

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Queueing theory (aspects of probability theory) (60K25) Large deviations (60F10)

Related Items (15)

Sample path large deviations and convergence parameters ⋮ Large deviations problems for star networks: the min policy. ⋮ Functional continuity and large deviations for the behavior of single-class queueing networks ⋮ Approximation of excessive backlog probabilities of two tandem queues ⋮ The geometry of big queues ⋮ Excessive backlog probabilities of two parallel queues ⋮ Non-equilibrium statistical physics of currents in queuing networks ⋮ Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence ⋮ Many-server asymptotics for join-the-shortest-queue: large deviations and rare events ⋮ Tail asymptotics for discrete event systems ⋮ Markov modulated fluid network process: Tail asymptotics of the stationary distribution ⋮ Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks ⋮ Large deviations for processes with discontinuous statistics ⋮ Approximation of the exit probability of a stable Markov modulated constrained random walk ⋮ On the spectrum of Markov semigroups via sample path large deviations

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