In recent work a new and widely applicable approach to the theory of large deviations has been developed by Paul Dupuis of Brown University and this investigator. In this approach many aspects of the theory of large deviations are reduced to the theory of weak convergence of probability measures. This research treats new applications of this weak convergence approach to a number of important problems. The method also gives rise to several computational questions that are currently under investigation. Areas of application include a general class of queuing networks and several models in statistical mechanics. The theory of large deviations is an important area of probabilistic research having applications to a number of areas including statistics, statistical mechanics, and queuing theory. In recent work a new and widely applicable approach to the theory of large deviations has been developed by Paul Dupuis of Brown University and this investigator. This approach may give new insight into large deviation phenomena and allow researchers to determine computationally the accuracy of the theory. A main area of application of will be to queuing systems, which arise in the modeling of computer networks.

Agency
National Science Foundation (NSF)
Institute
Division of Mathematical Sciences (DMS)
Application #
9322355
Program Officer
Keith Crank
Project Start
Project End
Budget Start
1994-07-15
Budget End
1997-06-30
Support Year
Fiscal Year
1993
Total Cost
$60,000
Indirect Cost
Name
University of Massachusetts Amherst
Department
Type
DUNS #
City
Amherst
State
MA
Country
United States
Zip Code
01003