Large deviation bounds for single class queueing networks and their calculation

DOI10.1023/B:QUES.0000039890.04317.5AMaRDI QIDQ702053zbMATH OpenOpenAlexFDO

Authors K. Majewski

Publication date 17 January 2005

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:ques.0000039890.04317.5a

zbMATH Keywords

minimizing pathset-valued upper semicontinuityvariational problem

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Review text

A single class queueing network with \(n\) stations is considered which unifies discrete customer and fluid models. The network primitives (cumulative exogenous arrivals, cumulative number of served customers and cumulative routing decisions) are defined. Assuming stability a set of balance equations determining potential network behaviour (cumulative total arrivals, cumulative idle time and queue length, for each station) are derived. The upper semicontinuity of the set-valued network behavior is used to establish the large deviation principle for network behavior using large deviation principle for the network primitives. Another contribution is the development of a theory for solving corresponding variational problem. This allows to calculate large deviation rates and minimizing path using a piecewise linear approximation of network primitives and behavior. Some specific models are considered in more detail (in particular, constant service rate, exponential interarrival times, Bernoulli routing), and a numerical example is given.

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Cited in

(11)

• Large deviations of the steady-state distribution of reflected processes with applications to queueing systems
• On the large deviations behavior of acyclic networks of \(G/G/1\) queues
• Large deviations of the sojourn time for queues in series
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• Large deviations problems for star networks: the min policy.
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• Light tail asymptotics in multidimensional reflecting processes for queueing networks
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• Functional continuity and large deviations for the behavior of single-class queueing networks
• Sample path large deviations for multiclass feedforward queueing networks in critical loading

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