- Title Information
- Title
- Large Deviations and Importance Sampling for Queuing Systems with Discontinuous Service Policies
- Name:
Personal
- Name Part
- Leder, Kevin Z.
- Role
- Role Term:
Text
- creator
- Origin Information
- Copyright Date
(keyDate="yes", encoding="w3cdtf")
- 2008
- Physical Description
- Extent
- x, 135 p.
- digitalOrigin
- born digital
- Note
- Thesis (Ph.D.) -- Brown University (2008)
- Name:
Personal
- Name Part
- Wang, Hui
- Role
- Role Term:
Text
- director
- Name:
Personal
- Name Part
- Dupuis, Paul
- Role
- Role Term:
Text
- reader
- Name:
Personal
- Name Part
- Hult, Henrik
- Role
- Role Term:
Text
- reader
- Name:
Corporate
- Name Part
- Brown University. Applied Mathematics
- Role
- Role Term:
Text
- sponsor
- Genre (aat)
- theses
- Abstract
- The first two thirds of this thesis are concerned with the properties of a single server using the weighted-serve-the-longest queue policy (WSLQ). It addresses three separate, but
closely related, issues of the policy. The first issue addressed is the identification of the rate function for the large deviations principle of the queue length process of a server utilizing
the WSLQ policy. Another issue addressed is the explicit identification of the exponential decay rate for the probability of a buffer overflow event. Lastly an importance sampling change of
measure is developed to efficiently estimate the probability of buffer overflow. The last third of the thesis deals with two queues in tandem under the additional condition that the service rate
of the first server will slow down when the size of the second queue reaches a predetermined threshold. The large deviations properties and design of importance sampling changes of measure are
discussed for the event of overflow in the second queue.
- Subject (Local)
- Topic
- Importance Sampling
- Subject (Local)
- Topic
- Sample Path Large Deviations
- Subject (Local)
- Topic
- Queueing Theory
- Subject (FAST)
(authorityURI="http://id.worldcat.org/fast", valueURI="http://id.worldcat.org/fast/1085713")
- Topic
- Queuing theory
- Record Information
- Record Content Source (marcorg)
- RPB
- Record Creation Date
(encoding="iso8601")
- 20091218
- Language
- Language Term:
Code (ISO639-2B)
- eng
- Language Term:
Text
- English
- Identifier:
DOI
- 10.7301/Z0W66J20
- Access Condition:
rights statement
(href="http://rightsstatements.org/vocab/InC/1.0/")
- In Copyright
- Access Condition:
restriction on access
- Collection is open for research.
- Type of Resource (primo)
- dissertations