Busy period analysis, rare events and transient behavior in fluid flow models
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Publication:1344648
DOI10.1155/S1048953394000262zbMath0826.60086WikidataQ21147004 ScholiaQ21147004MaRDI QIDQ1344648
Publication date: 14 November 1995
Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/47296
first passage time; change of measure; conditional limit theorem; Markov additive process; central limit estimate for large deviation probabilities; likelihood ratio identity; quick simulations of rare events
60K25: Queueing theory (aspects of probability theory)
90B22: Queues and service in operations research
94A05: Communication theory
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