Large Deviations Methods and the Join-the-Shortest-Queue Model

Ad Ridder () and Adam Shwartz ()
Additional contact information
Ad Ridder: Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam
Adam Shwartz: Technion Israel Institute of Technology

No 05-016/4, Tinbergen Institute Discussion Papers from Tinbergen Institute

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.

Keywords: Large Deviations; Queues; Optimal Path to Overflow (search for similar items in EconPapers)
JEL-codes: C62 C65 (search for similar items in EconPapers)
Date: 2005-02-04
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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