Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/86466
Authors: 
Ridder, Ad
Shwartz, Adam
Year of Publication: 
2004
Series/Report no.: 
Tinbergen Institute Discussion Paper 05-003/4
Abstract: 
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.
Subjects: 
Sample path large deviations
rate function
optimal paths
JEL: 
C62
C65
Document Type: 
Working Paper

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