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Chapitre d'ouvrage

Large deviations for polling systems

Abstract : We aim at presenting in short the technical report, which states a sample path large deviation principle for a resealed process n-1 Qnt, where Qt represents the joint number of clients at time t in a single server 1-limited polling system with Markovian routing. The main goal is to identify the rate function. A so-called empirical generator is introduced, which consists 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. Finally, the rate function is solution of a meaningful convex program.
Type de document :
Chapitre d'ouvrage
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Contributeur : Bibliothèque Mines Paristech <>
Soumis le : lundi 14 avril 2014 - 11:37:19
Dernière modification le : mardi 19 novembre 2019 - 09:58:53

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Franck Delcoigne, Arnaud de la Fortelle. Large deviations for polling systems. Danièle Gardy ; Abdelkader Mokkadem. Mathematics and Computer Science: Algorithms, Trees, Combinatorics and Probabilities, Birkhäuser Basel, p. 221-229, 2000, Trends in Mathematics, Print ISBN 978-3-0348-9553-8; Online ISBN 978-3-0348-8405-1. ⟨10.1007/978-3-0348-8405-1_19⟩. ⟨hal-00978458⟩



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