Large deviations of a modified Jackson network: Stability and rough asymptotics

Large Deviations of a Modified Jackson Network : Stability and Rough Asymptotics

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 ...

Large Deviations and Exact Asymptotics for Constrained Exponential Random Graphs

Large Deviations and Support Theorem for Diffusions via Rough Paths

Abstract. – We use the continuity theorem of T. Lyons for rough paths in the p-variation topology to produce an elementary approach to the large deviation principle and the support theorem for diffusion processes. The proofs reduce to establish the corresponding results for Brownian motion itself as a rough path in the p-variation topology, 2 < p < 3, and the technical step is to handle the Lév...

Refined large deviations asymptotics for Markov-modulated infinite-server systems

Many networking-related settings can be modeled by Markov-modulated infinite-server systems. In such models, the customers’ arrival rates and service rates are modulated by a Markovian background process; additionally, there are infinitely many servers (and consequently the resulting model is often used as a proxy for the corresponding many-server model). The Markov-modulated infinite-server mo...

Asymptotics of overflow probabilities in Jackson networks

We consider the probability that the total population of a Jackson network exceeds a given large value. By using the relation to the stationary distribution, we derive upper and lower bounds on this probability. These bounds imply a stronger logarithmic limit when multiple nodes have the same maximal load.