Approximation of the exit probability of a stable Markov modulated constrained random walk (Q2115773)
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scientific article; zbMATH DE number 7494077
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| English | Approximation of the exit probability of a stable Markov modulated constrained random walk |
scientific article; zbMATH DE number 7494077 |
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Approximation of the exit probability of a stable Markov modulated constrained random walk (English)
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21 March 2022
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Markov modulation
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regime switch
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multidimensional constrained random walks
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exit probabilities
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rare events
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queueing systems
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characteristic surface
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superharmonic functions
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affine transformation
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0.8454470634460449
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0.8166549801826477
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0.7249355912208557
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0.7178028225898743
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