Asymptotics of first passage times for random walk in an orthant
From MaRDI portal
Publication:1296589
DOI10.1214/aoap/1029962599zbMath0937.60091MaRDI QIDQ1296589
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
60K25: Queueing theory (aspects of probability theory)
60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)
Related Items
The stationary tail asymptotics in the GI/G/1-type queue with countably many background states, 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, A Retrial Queue with a Constant Retrial Rate, Server Downs and Impatient Customers, Exact asymptotics for the stationary distribution of a Markov chain: a production model, Asymptotics of overflow probabilities in Jackson networks., Large deviations of a modified Jackson network: stability and rough asymptotics, Bridges and networks: exact asymptotics, Non-equilibrium statistical physics of currents in queuing networks, Exact tail asymptotics in a priority queue -- characterizations of the preemptive model, Asymptotic Hitting Distribution for a Reflected Random Walk in the Positive Quadrant, Polling Models Under Limited Service Policies: Sharp Asymptotics, Light-Tailed Behavior in QBD Processes with Countably Many Phases, Large deviations of multiclassM/G/1 queues
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Markov additive processes. I: Eigenvalue properties and limit theorems
- Capacity of ATM switches
- Markov chains and stochastic stability
- The ruin problem for finite Markov chains
- Probability approximations via the Poisson clumping heuristic
- Renewal theory for functionals of a Markov chain with general state space
- Limit theorems for semi-Markov processes and renewal theory for Markov chains
- Markov chain models - rarity and exponentiality
- Rare events for stationary processes.
- Induced rare events: analysis via large deviations and time reversal
- Two Parallel Queues Created by Arrivals with Two Demands I
- A quick simulation method for excessive backlogs in networks of queues
- Optimally efficient estimation of the statistics of rare events in queueing networks
- Two parallel processors with coupled inputs
- Recurrence times of buffer overflows in Jackson networks
- Asymptotics of the Exit Distribution for Markov Jump Processes; Application to Atm
- The probability of large queue lengths and waiting times in a heterogeneous multiserver queue I: Tight limits
- Analysis of an importance sampling estimator for tandem queues
- Fast simulation of rare events in queueing and reliability models
- A unified approach to fast teller queues and ATM