The geometry of big queues

DOI10.1134/S0032946019020054MaRDI QIDQ2190913zbMATH OpenOpenAlexFDO

Authors A. A. Puhalskii

Publication date 23 June 2020

Published in Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1811.09764

zbMATH Keywords

dual Markov processesfluid dynamicsHamilton equationsJackson networkslarge deviation principlelarge deviationsoptimal trajectoriesqueueing theory

Mathematics Subject Classification ID

Large deviations (60F10) Queueing theory (aspects of probability theory) (60K25)

Abstract: We use Hamilton equations to find optimal paths to big queues in Jackson networks. They are shown to be given by fluid trajectories of the dual network. The fluid equations are shown to be dual to the Hamilton equations. Thus, a version of the extended Onzager-Machlup principle is proved: a fluctuation trajectory is the time reversal of a relaxation trajectory of the dual dynamic. The case of a two-node network is given a geometric treatment.

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Cited in

(1)

• The geometricity of the limiting distributions in queues and dams

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