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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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https://hal.inria.fr/inria-00072762
Contributor : Rapport de Recherche Inria <>
Submitted on : Wednesday, May 24, 2006 - 10:49:48 AM
Last modification on : Friday, May 25, 2018 - 12:02:05 PM
Long-term archiving on: : Sunday, April 4, 2010 - 11:21:22 PM

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  • HAL Id : inria-00072762, version 1

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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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