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- Title
Large deviations and importance sampling for a tandem network with slow-down.
- Authors
Paul Dupuis; Kevin Leder; Hui Wang
- Abstract
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.
- Subjects
QUEUEING networks; DYNAMICS; COMPUTER networks; LARGE deviations (Mathematics); STATISTICAL sampling; STATISTICAL correlation
- Publication
Queueing Systems, 2007, Vol 57, Issue 2/3, p71
- ISSN
0257-0130
- Publication type
Article
- DOI
10.1007/s11134-007-9048-3