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scientific article; zbMATH DE number 17490
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    scientific article; zbMATH DE number 17490

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      26 June 1992
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      first passage time
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      queue size
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      large deviation type estimates
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      Viscosity solution approach
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      [For the entire collection see Zbl 0728.00017.] The first passage time of the queue size (or of sum of the queue sizes) of a given queueing system and the probability of the occurrence of this over a finite time interval are considered, and the large deviation type estimates are derived. The most attention is paid to the second problem (since the solution of the former may be typically obtained from the latter). Viscosity solution approach and direct derivation of the large deviation probability (both of them containing unpleasant technicalities, necessary to cope with) have been employed.
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