scientific article; zbMATH DE number 847278
From MaRDI portal
Publication:4865050
zbMath0871.60021MaRDI QIDQ4865050
Publication date: 25 February 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Large deviations (60F10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (only showing first 100 items - show all)
Sample path large deviations and convergence parameters ⋮ Large deviations of Jackson networks. ⋮ Largest weighted delay first scheduling: Large deviations and optimality ⋮ Large deviations and queueing networks: Methods for rate function identification ⋮ Large deviations problems for star networks: the min policy. ⋮ Large deviations behavior of counting processes and their inverses ⋮ Large deviation properties of the empirical measure of a metastable small noise diffusion ⋮ Large deviation asymptotics for occupancy problems. ⋮ Rare-event analysis and simulation of queues with time-varying rates ⋮ Queueing systems fed by many exponential on-off sources: an infinite-intersection approach ⋮ Sample path moderate deviations for the cumulative fluid produced by an increasing number of exponential on-off sources ⋮ A note on martingale inequalities for fluid models ⋮ On the asymptotic behavior of a sequence of random variables of interest in the classical occupancy problem ⋮ Large deviation analysis of the single server queue ⋮ Mathematical formalism of nonequilibrium thermodynamics for nonlinear chemical reaction systems with general rate law ⋮ Large deviations theory for Markov jump models of chemical reaction networks ⋮ Scalar Decay in Chaotic Mixing ⋮ Large deviations and equilibrium selection in large populations ⋮ Large deviations for Markov jump processes with uniformly diminishing rates ⋮ The time to extinction for a stochastic SIS-household-epidemic model ⋮ A nontrivial scaling limit for multiscale Markov chains ⋮ Delay induced bifurcation of dominant transition pathways ⋮ The cross-entropy method with patching for rare-event simulation of large Markov chains ⋮ Moderate deviations and extinction of an epidemic ⋮ Modeling intrinsic heterogeneity and growth of cancer cells ⋮ Book Review: Large deviations for stochastic processes ⋮ Revisit of macroscopic dynamics for some non-equilibrium chemical reactions from a Hamiltonian viewpoint ⋮ The geometry of big queues ⋮ Rare event asymptotics for a random walk in the quarter plane ⋮ Approximation of rectangular beta-Laguerre ensembles and large deviations ⋮ Light tail asymptotics in multidimensional reflecting processes for queueing networks ⋮ Comments on: Light tail asymptotics in multidimensional reflecting processes for queueing networks ⋮ Weighted Flow Algorithms (WFA) for stochastic particle coagulation ⋮ A two-stage model for the SIR outbreak: accounting for the discrete and stochastic nature of the epidemic at the initial contamination stage ⋮ Efficient large deviation estimation based on importance sampling ⋮ Asymptotic loss probability in a finite buffer fluid queue with heterogeneous heavy-tailed on-off processes ⋮ Total reward semi-Markov mean-field games with complementarity properties ⋮ Scaling limits for continuous opinion dynamics systems ⋮ Stein's method for diffusive limits of queueing processes ⋮ Excessive backlog probabilities of two parallel queues ⋮ Control of end-to-end delay tails in a multiclass network: LWDF discipline optimality ⋮ Metastable behavior in Markov processes with internal states ⋮ Large-deviations analysis of the fluid approximation for a controllable tandem queue ⋮ Paretian Poisson processes ⋮ A large-deviations analysis of Markov-modulated infinite-server queues ⋮ Stability and instability of a two-station queueing network ⋮ Hitting time in Erlang loss systems with moving boundaries ⋮ Regularity and synchrony in motor proteins ⋮ Stochastically-induced bistability in chemical reaction systems ⋮ State-dependent importance sampling for a slowdown tandem queue ⋮ Moderate deviations of density-dependent Markov chains ⋮ Large deviations and importance sampling for a tandem network with slow-down ⋮ Large and moderate deviation principles for susceptible-infected-removed epidemic in a random environment ⋮ A numerical scheme for optimal transition paths of stochastic chemical kinetic systems ⋮ Splitting algorithms for rare event simulation over long time intervals ⋮ Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence ⋮ Quadratic and rate-independent limits for a large-deviations functional ⋮ Flux large deviations of independent and reacting particle systems, with implications for macroscopic fluctuation theory ⋮ Adaptive sampling of large deviations ⋮ Asymptotic results for random walks in continuous time with alternating rates ⋮ Finite-size effects and switching times for Moran process with mutation ⋮ Convergence, fluctuations and large deviations for finite state mean field games via the master equation ⋮ Least-recently-used caching with dependent requests ⋮ Mean-field game approach to admission control of an \(M/M/\infty \) queue with shared service cost ⋮ On exponential ergodicity of multiclass queueing networks ⋮ Modeling of an insurance system and its large deviations analysis ⋮ Diffusion approximation of birth-death processes: comparison in terms of large deviations and exit points ⋮ Large deviations of a modified Jackson network: stability and rough asymptotics ⋮ Bridges and networks: exact asymptotics ⋮ Worst-case large-deviation asymptotics with application to queueing and information theory ⋮ On the satisfiability threshold of formulas with three literals per clause ⋮ Synchrony and asynchrony in a fully stochastic neural network ⋮ Large deviations of jump process fluxes ⋮ Some large deviations results for Latin hypercube sampling ⋮ On the geometry of chemical reaction networks: Lyapunov function and large deviations ⋮ Large deviations of infinite intersections of events in Gaussian processes ⋮ Diffusions conditioned on occupation measures ⋮ Moment Closure and Finite-Time Blowup for Piecewise Deterministic Markov Processes ⋮ The evergreen Erlang loss function ⋮ Class-specific quality of service guarantees in multimedia communication networks ⋮ Optimization of computer simulation models with rare events ⋮ Fast simulation of blocking probabilities in loss networks ⋮ Fluid computation of passage-time distributions in large Markov models ⋮ Large deviations of the long term distribution of a non Markov process ⋮ Transient characteristics of Gaussian queues ⋮ Exact asymptotics for the stationary distribution of a Markov chain: a production model ⋮ Unnamed Item ⋮ Importance sampling algorithms for first passage time probabilities in the infinite server queue ⋮ On large deviations of Markov processes with discontinuous statistics ⋮ On large deviations in load sharing networks ⋮ Large deviation properties of data streams that share a buffer ⋮ Uniform acceleration expansions for Markov chains with time-varying rates ⋮ The superposition of alternating on-off flows and a fluid model ⋮ Large deviations of random vector fields with applications to economics ⋮ A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic ⋮ Large Poisson games ⋮ How to improve the performance of ATM multiplexers ⋮ Large deviations without principle: join the shortest queue ⋮ Hybrid behaviour of Markov population models ⋮ On the spectrum of Markov semigroups via sample path large deviations
This page was built for publication:
