Approximation of the exit probability of a stable Markov modulated constrained random walk (Q2115773)
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scientific article
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| English | Approximation of the exit probability of a stable Markov modulated constrained random walk |
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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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