Hui Wang - Brown University

Starts: 4:00 pm on Thursday, November 18, 2010
Ends: 5:00 pm on Thursday, November 18, 2010
Location: MCS 149

TITLE: Large deviations and importance sampling for a feedforward network. ABSTRACT: We consider a feed-forward network with a single server station serving jobs with multiple levels of priority. The service discipline is preemptive in that the server always serves a job with the current highest level of priority. The sample path large deviation principle is established using a weak convergence argument. In the special case where jobs have two different levels of priority, we explicitly identify the exponential decay rate of the total population overflow probabilities and build asymptotically optimal importance sampling estimators that use piecewise constant change of measure. (Joint work with Leila Setayeshgar)