Large deviations and importance sampling for a tandem network with slow-down

نویسندگان

  • Paul Dupuis
  • Kevin Leder
  • Hui Wang
چکیده

We consider a variant of the two node tandem Jackson network where the upstream server reduces its service rate when the downstream queue exceeds some prespecified threshold. The rare event of interest is the overflow of the downstream queue. Based on a game/subsolution approach, we rigorously identify the exponential decay rate of the rare event probabilities and construct asymptotically optimal importance sampling schemes.

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عنوان ژورنال:
  • Queueing Syst.

دوره 57  شماره 

صفحات  -

تاریخ انتشار 2007