Large deviations without principle: join the shortest queue

Large deviations without principle: join the shortest queue
复制标题

无原则偏差大:加入最短队列

DOI:
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发表时间:
2005
期刊:
Math. Methods Oper. Res.
影响因子:
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通讯作者:
A. Shwartz
A. Shwartz
中科院分区:
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文献类型:
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作者:
Ad Ridder;A. Shwartz

文献摘要

被引文献

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我们开发了一种研究“大偏差类型”问题的方法。我们的方法不要求大偏差原理成立,因此适用于大类系统。我们研究了一个具有指数服务器的队列系统,它们共享一个到达流。到达者被路由到(加权)最短的队列。目前尚不清楚大偏差原理是否适用于该系统。使用这里开发的工具,我们得出了最可能的行为,最可能的溢出路径和溢出概率的大偏差类型估计。该分析适用于任何有限数量的队列。我们通过一个反例表明,该系统可能会表现出意想不到的行为
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 large 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 system may exhibit unexpected behavior