Large deviations of Jackson networks

Authors
Ignatiouk-Robert, Irina
Citation
Ignatiouk-robert, Irina, Large deviations of Jackson networks, Annals of applied probability , 10(3), 2000, pp. 962-1001
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
10
Issue
3
Year of publication
2000
Pages
962 - 1001
Database
ACNP
SICI code
Abstract
The problem of large deviations for a Jackson network is analyzed in detail. A new representation of the rate function is given and a simple procedure is proposed to get its closed form expression. The methods used rely on twisted distributions, localized processes, fluid limits and a careful analysis of some functions.