Large deviations for Markov chains in the positive quadrant
From MaRDI portal
Recommendations
Cited in
(34)- Exact asymptotics for the stationary distribution of a Markov chain: a production model
- A system of nonlinear equations with application to large deviations for Markov chains with finite lifetime
- Light tail asymptotics in multidimensional reflecting processes for queueing networks
- Sharp asymptotics of large deviations for general state-space Markov-additive chains in \(\mathbb{R}^d\)
- Asymptotic properties of the occupation measure in a multidimensional skip-free Markov-modulated random walk
- Tail asymptotics in any direction of the stationary distribution in a two-dimensional discrete-time QBD process
- Approximation of the exit probability of a stable Markov modulated constrained random walk
- The kernel method tail asymptotics analytic approach for stationary probabilities of two-dimensional queueing systems
- First exit time for a discrete-time parallel queue
- Excessive backlog probabilities of two parallel queues
- Exact tail asymptotics in a priority queue -- characterizations of the preemptive model
- Tail asymptotics for a Lévy-driven tandem queue with an intermediate input
- Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
- Heavy tails in multi-server queue
- Large deviations for processes with discontinuous statistics
- Revisiting the tail asymptotics of the double QBD process: refinement and complete solutions for the coordinate and diagonal directions
- Large deviations for a feed-forward network
- Tail asymptotics of the occupation measure for a Markov additive process with an M/G/1-type background process
- Exact asymptotics of probabilities of large deviations for Markov chains: the Laplace method
- scientific article; zbMATH DE number 4159811 (Why is no real title available?)
- Conjectures on tail asymptotics of the marginal stationary distribution for a multidimensional SRBM
- scientific article; zbMATH DE number 1190400 (Why is no real title available?)
- scientific article; zbMATH DE number 1494200 (Why is no real title available?)
- Approximation of excessive backlog probabilities of two tandem queues
- Product-form characterization for a two-dimensional reflecting random walk
- scientific article; zbMATH DE number 2112630 (Why is no real title available?)
- A superharmonic vector for a nonnegative matrix with QBD block structure and its application to a Markov-modulated two-dimensional reflecting process
- Markov modulated fluid network process: tail asymptotics of the stationary distribution
- scientific article; zbMATH DE number 6318801 (Why is no real title available?)
- Tail asymptotics of the stationary distribution of a two-dimensional reflecting random walk with unbounded upward jumps
- Martin boundary of a reflected random walk on a half-space
- Rare event asymptotics for a random walk in the quarter plane
- Queues with boundary assistance: The effects of truncation
- Hitting probabilities of constrained random walks representing tandem networks
This page was built for publication: Large deviations for Markov chains in the positive quadrant
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4820911)
