## Colloquium-Leila Setayeshgar (University of Alabama)-Large Deviations and Importance Sampling for a Feed-forward Network

Mathematics - Colloquium

Tuesday, February 18, 2014

11:00 AM-12:00 PM

Stratton Hall

203

ABSTRACT: Queuing networks arise in many application areas including, communications, telecommunications, and ethernet design and their analysis leads to a better understanding of such systems. In this talk, we begin by considering a d-dimensional feed-forward network with a priority service policy. We show that the family of scaled state processes satisfies the sample path large deviations principle, where we employ the weak convergence approach. We then restrict our attention to the two-dimensional network, and explicitly identify the exponential decay rate of the probability a rare event, namely, the total population overflow associated to the network. Finally, we use importance sampling an efficient rare event simulation technique to estimate the probability of interest.

Suggested Audiences:
Adult, College

E-mail:
ma-chair@wpi.edu

Last Modified: February 10, 2014 at 1:07 PM

## Colloquium-Leila Setayeshgar (University of Alabama)-Large Deviations and Importance Sampling for a Feed-forward Network

Mathematics - Colloquium

Tuesday, February 18, 2014

11:00 AM-12:00 PM

Stratton Hall

203

ABSTRACT: Queuing networks arise in many application areas including, communications, telecommunications, and ethernet design and their analysis leads to a better understanding of such systems. In this talk, we begin by considering a d-dimensional feed-forward network with a priority service policy. We show that the family of scaled state processes satisfies the sample path large deviations principle, where we employ the weak convergence approach. We then restrict our attention to the two-dimensional network, and explicitly identify the exponential decay rate of the probability a rare event, namely, the total population overflow associated to the network. Finally, we use importance sampling an efficient rare event simulation technique to estimate the probability of interest.

Suggested Audiences: Adult, College

E-mail: ma-chair@wpi.edu

Last Modified: February 10, 2014 at 1:07 PM