Asymptotics of first passage times for random walk in an orthant
From MaRDI portal
(Redirected from Publication:1296589)
Recommendations
Cites work
- scientific article; zbMATH DE number 3164979 (Why is no real title available?)
- scientific article; zbMATH DE number 3462924 (Why is no real title available?)
- scientific article; zbMATH DE number 934476 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- A quick simulation method for excessive backlogs in networks of queues
- A unified approach to fast teller queues and ATM
- Analysis of an importance sampling estimator for tandem queues
- Asymptotics of the Exit Distribution for Markov Jump Processes; Application to Atm
- Capacity of ATM switches
- Fast simulation of rare events in queueing and reliability models
- Induced rare events: analysis via large deviations and time reversal
- Limit theorems for semi-Markov processes and renewal theory for Markov chains
- Markov additive processes. I: Eigenvalue properties and limit theorems
- Markov chain models - rarity and exponentiality
- Markov chains and stochastic stability
- Optimally efficient estimation of the statistics of rare events in queueing networks
- Probability approximations via the Poisson clumping heuristic
- Rare events for stationary processes.
- Recurrence times of buffer overflows in Jackson networks
- Renewal theory for functionals of a Markov chain with general state space
- The probability of large queue lengths and waiting times in a heterogeneous multiserver queue I: Tight limits
- The ruin problem for finite Markov chains
- Two Parallel Queues Created by Arrivals with Two Demands I
- Two parallel processors with coupled inputs
Cited in
(23)- Excessive backlog probabilities of two parallel queues
- On the asymptotic behaviour of first passage times for transient random walk
- The kernel method tail asymptotics analytic approach for stationary probabilities of two-dimensional queueing systems
- Polling Models with Unequal Service Rates under Limited Service Policies—Sharp Asymptotics
- Bridges and networks: exact asymptotics
- Asymptotic hitting distribution for a reflected random walk in the positive quadrant
- Approximation of the exit probability of a stable Markov modulated constrained random walk
- Large deviations of multiclassM/G/1 queues
- Approximation of excessive backlog probabilities of two tandem queues
- On the Effect of Finite Buffer Truncation in a Two-Node Jackson Network
- Performance analysis of joining the shortest queue model among a large number of queues
- First-passage times for random walks in the triangular array setting
- Asymptotics of overflow probabilities in Jackson networks.
- Exact tail asymptotics in a priority queue -- characterizations of the preemptive model
- A Retrial Queue with a Constant Retrial Rate, Server Downs and Impatient Customers
- Geometric Decay in a QBD Process with Countable Background States with Applications to a Join-the-Shortest-Queue Model
- Light-Tailed Behavior in QBD Processes with Countably Many Phases
- Large deviations of a modified Jackson network: stability and rough asymptotics
- Kemeny's constant and global mean first passage time of random walks on octagonal cell network
- Non-equilibrium statistical physics of currents in queuing networks
- Polling Models Under Limited Service Policies: Sharp Asymptotics
- The stationary tail asymptotics in the GI/G/1-type queue with countably many background states
- Exact asymptotics for the stationary distribution of a Markov chain: a production model
This page was built for publication: Asymptotics of first passage times for random walk in an orthant
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1296589)