Large deviations rate function for polling systems (Q1605044)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Large deviations rate function for polling systems
scientific article

    Statements

    Large deviations rate function for polling systems (English)
    0 references
    0 references
    0 references
    11 July 2002
    0 references
    A polling system with one server, Markovian routing and exponential service times and walkover times is considered. Let \(Q_t\) be the state vector of the system at time \(t\). A sample path large deviations principle is established for \(\{Q_{nt}/n\}_{t\geq 0}\) as \(n\to\infty\) and certain information on the form of the rate function is given. Key tools in the analysis are a so-called local generator, obtained by considering only subsets of the states and neglecting the positivity restrictions on the process, and fluid limits. The example of cyclic polling is considered and the connection to large deviations theory for Jackson networks is discussed.
    0 references
    large deviations
    0 references
    local rate function
    0 references
    polling system
    0 references
    fluid limits
    0 references
    empirical generator
    0 references
    change of measure
    0 references
    contraction principle
    0 references
    entropy
    0 references
    convex program
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references