Sample path large deviations for queueing networks with Bernoulli routing

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This paper is devoted to the problem of sample path large deviations for multidimensional queueing models with feedback. We derive a new version of the contraction principle where the continuous map is not well-defined on the whole space: we give conditions under which it allows to identify the rate function. We illustrate our technique by deriving a large deviation principle for a class of networks that contains the classical Jackson networks.
25 pages, 2 figures

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Probability, 60F10; 60K25

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http://salesiana.dossiersoluciones.com/handle/123456789/108876

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0602130
 http://arxiv.org/abs/math/0602130

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arXiv