Large deviations of a modified Jackson network: stability and rough asymptotics

Abstract

Consider a modified, stable, two node Jackson network where server 2 helps server 1 when server 2 is idle. The probability of a large deviation of the number of customers at node one can be calculated using the flat boundary theory of Schwartz and Weiss [Large Deviations Performance Analysis (1994), Chapman and Hall, New York]. Surprisingly, however, these calculations show that the proportion of time spent on the boundary, where server 2 is idle, may be zero. This is in sharp contrast to the unmodified Jackson network which spends a nonzero proportion of time on this boundary.Comment: Published at http://dx.doi.org/10.1214/105051604000000666 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org