Optimal Paths in Large Deviations of Symmetric Reflected Brownian Motion in the Octant

We study the variational problem that arises from consideration of large deviations for semimartingale reflected Brownian motion (SRBM) in the positive octant. Due to the difficulty of the general problem, we consider the case in which the SRBM has rotationally symmetric parameters. In this case, we are able to obtain conditions under which the optimal solutions to the variational problem are paths that are gradual (moving through faces of strictly increasing dimension) or that spiral around the boundary of the octant. Furthermore, these results allow us to provide an example for which it can be verified that a spiral path is optimal. For rotationally symmetric SRBM's, our results facilitate the simplification of computational methods for determining optimal solutions to variational problems and give insight into large deviations behavior of these processes

Tandem queueing networks with neighbor blocking and back-offs

We introduce a novel class of tandem queueing networks which arise in modeling the congestion behavior of wireless multi-hop networks with distributed medium access control. These models provide valuable insight in how the network performance in terms of throughput depends on the back-off mechanism that governs the competition among neighboring nodes for access to the medium. The models fall at the interface between classical queueing networks and interacting particle systems, and give rise to high-dimensional stochastic processes that challenge existing methodologies. We present various open problems and conjectures, which are supported by partial results for special cases and limit regimes as well as simulation experiments

Concentration of measure and mixing for Markov chains

We consider Markovian models on graphs with local dynamics. We show that, under suitable conditions, such Markov chains exhibit both rapid convergence to equilibrium and strong concentration of measure in the stationary distribution. We illustrate our results with applications to some known chains from computer science and statistical mechanics.Comment: 28 page