Large deviations of Jackson networks

Irina Ignatiouk-Robert

doi:10.1214/aoap/1019487515

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Home > Journals > Ann. Appl. Probab. > Volume 10 > Issue 3 > Article

August 2000 Large deviations of Jackson networks

Irina Ignatiouk-Robert

Ann. Appl. Probab. 10(3): 962-1001 (August 2000). DOI: 10.1214/aoap/1019487515

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Abstract

The problem of large deviations for a Jackson network is analyzed in detail. A new representation of the rate function is given and a simple procedure is proposed to get its closed form expression. The methods used rely on twisted distributions, localized processes, fluid limits and a careful analysis of some functions.

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Irina Ignatiouk-Robert. "Large deviations of Jackson networks." Ann. Appl. Probab. 10 (3) 962 - 1001, August 2000. https://doi.org/10.1214/aoap/1019487515