Arbeitspapier
Large Deviations without Principle: Join the Shortest Queue
We develop a methodology for studying large deviations type questions. Our approach does not require that the large deviations principle holds, and is thus applicable to a larg class of systems. We study a system of queues with exponential servers, which share an arrival stream. Arrivals are routed to the (weighted) shortest queue. It is not known whether the large deviations principle holds for this system. Using the tools developed here we derive large deviations type estimates for the most likely behavior, the most likely path to overflow and the probability of overflow. The analysis applies to any finite number of queues. We show via a counterexample that this sytem may exhibit unexpected behavior.
- Sprache
-
Englisch
- Erschienen in
-
Series: Tinbergen Institute Discussion Paper ; No. 05-003/4
- Klassifikation
-
Wirtschaft
Existence and Stability Conditions of Equilibrium
Miscellaneous Mathematical Tools
- Thema
-
Sample path large deviations
rate function
optimal paths
Warteschlangentheorie
Mathematische Optimierung
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Ridder, Ad
Shwartz, Adam
- Ereignis
-
Veröffentlichung
- (wer)
-
Tinbergen Institute
- (wo)
-
Amsterdam and Rotterdam
- (wann)
-
2004
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
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Objekttyp
- Arbeitspapier
Beteiligte
- Ridder, Ad
- Shwartz, Adam
- Tinbergen Institute
Entstanden
- 2004
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