Large Deviations for Polling Systems
Résumé
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.