Asymptotics of first passage times for random walk in an orthant
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Publication:1296589
DOI10.1214/AOAP/1029962599zbMATH Open0937.60091OpenAlexW2042616365MaRDI QIDQ1296589FDOQ1296589
Publication date: 2 August 1999
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1029962599
Queueing theory (aspects of probability theory) (60K25) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
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Cited In (23)
- Polling Models Under Limited Service Policies: Sharp Asymptotics
- Exact asymptotics for the stationary distribution of a Markov chain: a production model
- Kemeny's constant and global mean first passage time of random walks on octagonal cell network
- Exact tail asymptotics in a priority queue -- characterizations of the preemptive model
- Approximation of the exit probability of a stable Markov modulated constrained random walk
- Large deviations of multiclassM/G/1 queues
- A Retrial Queue with a Constant Retrial Rate, Server Downs and Impatient Customers
- Large deviations of a modified Jackson network: stability and rough asymptotics
- Excessive backlog probabilities of two parallel queues
- The kernel method tail asymptotics analytic approach for stationary probabilities of two-dimensional queueing systems
- Light-Tailed Behavior in QBD Processes with Countably Many Phases
- The stationary tail asymptotics in the GI/G/1-type queue with countably many background states
- Bridges and networks: exact asymptotics
- Polling Models with Unequal Service Rates under Limited Service Policies—Sharp Asymptotics
- On the Effect of Finite Buffer Truncation in a Two-Node Jackson Network
- Geometric Decay in a QBD Process with Countable Background States with Applications to a Join-the-Shortest-Queue Model
- Approximation of excessive backlog probabilities of two tandem queues
- On the asymptotic behaviour of first passage times for transient random walk
- Asymptotics of overflow probabilities in Jackson networks.
- Asymptotic Hitting Distribution for a Reflected Random Walk in the Positive Quadrant
- Performance Analysis of Joining the Shortest Queue Model Among a Large Number of Queues
- Non-equilibrium statistical physics of currents in queuing networks
- First-passage times for random walks in the triangular array setting
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