Large Deviations for Polling Systems

Abstract : In this paper, we prove a sample path large deviation principle for a rescaled process n^-1Q_{nt}, where Q_t represents the joint number of clients at time t in a polling system with N nodes, one server and Markovian routing. Our main goal is to identify the rate function. We introduce a so called empirical generator consisting of Q_t and of two empirical measures associated with S_t, the position of the server at time t. The analysis relies on a suitable change of measure and on a representation of fluid limits for polling systems.
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Rapport
[Research Report] RR-3892, INRIA. 2000
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https://hal.inria.fr/inria-00072762
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Soumis le : mercredi 24 mai 2006 - 10:49:48
Dernière modification le : vendredi 25 mai 2018 - 12:02:05
Document(s) archivé(s) le : dimanche 4 avril 2010 - 23:21:22

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Franck Delcoigne, Arnaud De La Fortelle. Large Deviations for Polling Systems. [Research Report] RR-3892, INRIA. 2000. 〈inria-00072762〉

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