Open Access
February 2005 Large deviations of a modified Jackson network: Stability and rough asymptotics
Robert D. Foley, David R. McDonald
Ann. Appl. Probab. 15(1B): 519-541 (February 2005). DOI: 10.1214/105051604000000666

Abstract

Consider a modified, stable, two node Jackson network where server 2 helps server 1 when server 2 is idle. The probability of a large deviation of the number of customers at node one can be calculated using the flat boundary theory of Schwartz and Weiss [Large Deviations Performance Analysis (1994), Chapman and Hall, New York]. Surprisingly, however, these calculations show that the proportion of time spent on the boundary, where server 2 is idle, may be zero. This is in sharp contrast to the unmodified Jackson network which spends a nonzero proportion of time on this boundary.

Citation

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Robert D. Foley. David R. McDonald. "Large deviations of a modified Jackson network: Stability and rough asymptotics." Ann. Appl. Probab. 15 (1B) 519 - 541, February 2005. https://doi.org/10.1214/105051604000000666

Information

Published: February 2005
First available in Project Euclid: 1 February 2005

zbMATH: 1063.60134
MathSciNet: MR2114981
Digital Object Identifier: 10.1214/105051604000000666

Subjects:
Primary: 60K25
Secondary: 60K20

Keywords: Change of measure , h transform , quasi-stationarity , Queueing networks , Rare events

Rights: Copyright © 2005 Institute of Mathematical Statistics

Vol.15 • No. 1B • February 2005
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