10 research outputs found
Martin boundary of a reflected random walk on a half-space
The complete representation of the Martin compactification for reflected
random walks on a half-space is obtained. It is shown that the
full Martin compactification is in general not homeomorphic to the ``radial''
compactification obtained by Ney and Spitzer for the homogeneous random walks
in : convergence of a sequence of points to a
point of on the Martin boundary does not imply convergence of the sequence
on the unit sphere . Our approach relies on the large
deviation properties of the scaled processes and uses Pascal's method combined
with the ratio limit theorem. The existence of non-radial limits is related to
non-linear optimal large deviation trajectories.Comment: 42 pages, preprint, CNRS UMR 808
-Martin boundary of killed random walks in the quadrant
We compute the -Martin boundary of two-dimensional small steps random
walks killed at the boundary of the quarter plane. We further provide explicit
expressions for the (generating functions of the) discrete -harmonic
functions. Our approach is uniform in , and shows that there are three
regimes for the Martin boundary.Comment: 18 pages, 2 figures, to appear in S\'eminaire de Probabilit\'e
Large Deviations Analysis for Distributed Algorithms in an Ergodic Markovian Environment
We provide a large deviations analysis of deadlock phenomena occurring in
distributed systems sharing common resources. In our model transition
probabilities of resource allocation and deallocation are time and space
dependent. The process is driven by an ergodic Markov chain and is reflected on
the boundary of the d-dimensional cube. In the large resource limit, we prove
Freidlin-Wentzell estimates, we study the asymptotic of the deadlock time and
we show that the quasi-potential is a viscosity solution of a Hamilton-Jacobi
equation with a Neumann boundary condition. We give a complete analysis of the
colliding 2-stacks problem and show an example where the system has a stable
attractor which is a limit cycle
Large deviations for polling systems
Related INRIA Research report available at : http://hal.inria.fr/docs/00/07/27/62/PDF/RR-3892.pdfInternational audienceWe aim at presenting in short the technical report, which states a sample path large deviation principle for a resealed process n-1 Qnt, where Qt represents the joint number of clients at time t in a single server 1-limited polling system with Markovian routing. The main goal is to identify the rate function. A so-called empirical generator is introduced, which consists of Q t and of two empirical measures associated with S t the position of the server at time t. The analysis relies on a suitable change of measure and on a representation of fluid limits for polling systems. Finally, the rate function is solution of a meaningful convex program
Non-Equilibrium Statistical Physics of Currents in Queuing Networks
We consider a stable open queuing network as a steady non-equilibrium system
of interacting particles. The network is completely specified by its underlying
graphical structure, type of interaction at each node, and the Markovian
transition rates between nodes. For such systems, we ask the question ``What is
the most likely way for large currents to accumulate over time in a network
?'', where time is large compared to the system correlation time scale. We
identify two interesting regimes. In the first regime, in which the
accumulation of currents over time exceeds the expected value by a small to
moderate amount (moderate large deviation), we find that the large-deviation
distribution of currents is universal (independent of the interaction details),
and there is no long-time and averaged over time accumulation of particles
(condensation) at any nodes. In the second regime, in which the accumulation of
currents over time exceeds the expected value by a large amount (severe large
deviation), we find that the large-deviation current distribution is sensitive
to interaction details, and there is a long-time accumulation of particles
(condensation) at some nodes. The transition between the two regimes can be
described as a dynamical second order phase transition. We illustrate these
ideas using the simple, yet non-trivial, example of a single node with
feedback.Comment: 26 pages, 5 figure