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Volumn 84, Issue 2, 1999, Pages 255-296

Large deviations and queueing networks: Methods for rate function identification

Author keywords

Generalized processor sharing; Jackson network; Large deviations; Queueing networks; Skorokhod problem

Indexed keywords


EID: 0033474697     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00051-4     Document Type: Article
Times cited : (37)

References (20)
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  • 3
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    • The large deviation principle for a general class of queueing systems, I
    • Dupuis, P., Ellis, R.S., 1996. The large deviation principle for a general class of queueing systems, I. Trans. Amer. Math. Soc. 347, 2689-2751.
    • (1996) Trans. Amer. Math. Soc. , vol.347 , pp. 2689-2751
    • Dupuis, P.1    Ellis, R.S.2
  • 5
    • 0001470414 scopus 로고
    • Large deviations for Markov processes with discontinuous statistics, II: Random walks
    • Dupuis, P., Ellis, R.S., 1992. Large deviations for Markov processes with discontinuous statistics, II: Random walks. Probab. Theory Related Fields 91, 153-194.
    • (1992) Probab. Theory Related Fields , vol.91 , pp. 153-194
    • Dupuis, P.1    Ellis, R.S.2
  • 6
    • 0001129707 scopus 로고
    • Large deviations for Markov processes with discontinuous statistics, I: General upper bounds
    • Dupuis, P., Ellis, R.S., Weiss, A., 1991. Large deviations for Markov processes with discontinuous statistics, I: General upper bounds. Ann. Probab. 19, 1280-1297.
    • (1991) Ann. Probab. , vol.19 , pp. 1280-1297
    • Dupuis, P.1    Ellis, R.S.2    Weiss, A.3
  • 7
    • 0001985427 scopus 로고
    • On Lipschitz continuity of the solution mapping to the Skorokhod problem, with applications
    • Dupuis, P., Ishii, H., 1991. On Lipschitz continuity of the solution mapping to the Skorokhod problem, with applications. Stochastics 35, 31-62.
    • (1991) Stochastics , vol.35 , pp. 31-62
    • Dupuis, P.1    Ishii, H.2
  • 8
    • 0000134614 scopus 로고
    • A viscosity solution approach to the asymptotic analysis of queueing systems
    • Dupuis, P., Ishii, H., Soner, H.M., 1990. A viscosity solution approach to the asymptotic analysis of queueing systems. Ann. Probab. 18, 226-255.
    • (1990) Ann. Probab. , vol.18 , pp. 226-255
    • Dupuis, P.1    Ishii, H.2    Soner, H.M.3
  • 9
    • 0009172160 scopus 로고    scopus 로고
    • Convex duality and the Skorokhod Problem
    • Brown University, Probab. Theory Related Fields, in press
    • Dupuis, P., Ramanan, K., 1999. Convex duality and the Skorokhod Problem. LCDS Technical Report, Brown University, Probab. Theory Related Fields, in press.
    • (1999) LCDS Technical Report
    • Dupuis, P.1    Ramanan, K.2
  • 10
    • 0000585232 scopus 로고
    • Reflected Brownian motion on an orthant
    • Harrison, J.M., Reiman, M.I., 1981. Reflected Brownian motion on an orthant. Ann. Probab. 9, 302-308.
    • (1981) Ann. Probab. , vol.9 , pp. 302-308
    • Harrison, J.M.1    Reiman, M.I.2
  • 16
    • 0032268839 scopus 로고    scopus 로고
    • Large deviation properties of data steams that share a buffer
    • Ramanan, K., Dupuis, P., 1998. Large deviation properties of data steams that share a buffer. Ann. Appl. Probab. 8, 1070-1129.
    • (1998) Ann. Appl. Probab. , vol.8 , pp. 1070-1129
    • Ramanan, K.1    Dupuis, P.2
  • 19
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    • Rare events in series of queues
    • Tsoucas, P., 1992. Rare events in series of queues. J. Appl. Probab. 29, 168-175.
    • (1992) J. Appl. Probab. , vol.29 , pp. 168-175
    • Tsoucas, P.1
  • 20
    • 0009172162 scopus 로고    scopus 로고
    • Resource pooling via large deviations
    • Statistical Laboratory, Cambridge University
    • Turner, S.R.E., 1996. Resource pooling via large deviations. Technical Report, Statistical Laboratory, Cambridge University.
    • (1996) Technical Report
    • Turner, S.R.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.