Induced rare events: analysis via large deviations and time reversal
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Publication:3142682
DOI10.2307/1427529zbMath0781.60094MaRDI QIDQ3142682
Publication date: 17 February 1994
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427529
large deviations; queueing model; jump-Markov systems; large deviations functionals; notions of reversed time for Markov processes
60K25: Queueing theory (aspects of probability theory)
90B22: Queues and service in operations research
60F10: Large deviations
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