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LARGE DEVIATIONS BOUNDS FOR FACE-HOMOGENEOUS RANDOM WALKS IN THE QUARTER-PLANE

Published online by Cambridge University Press:  06 June 2003

Arie Hordijk  and
Nikolai Popov
Arie Hordijk
Affiliation:
Mathematical Institute, University of Leiden, 2300RA Leiden, The Netherlands, E-mail: hordijk@math.leidenuniv.nl
Nikolai Popov
Affiliation:
Mathematical Institute, University of Leiden, 2300RA Leiden, The Netherlands, E-mail: popov@math.leidenuniv.nl
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Abstract

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In this article, we analyze the large deviations bounds for the nonergodic face-homogeneous random walk in the positive quadrant. Under some condition the value of the local rate function for the path identically equal to zero is found, and an explicit expression is derived for it. This makes the computation of its value possible for specific stochastic networks. Some numerical examples are given.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 17 , Issue 3 , July 2003 , pp. 369 - 395
Copyright
© 2003 Cambridge University Press