Asymptotics of exit times for Markov jump processes. II: Applications to Jackson networks
From MaRDI portal
(Redirected from Publication:1904497)
Recommendations
Cited in
(14)- Asymptotics of the Exit Distribution for Markov Jump Processes; Application to Atm
- scientific article; zbMATH DE number 3868388 (Why is no real title available?)
- Large deviations of Jackson networks.
- Series Jackson networks and noncrossing probabilities
- Computable bounds on the spectral gap for unreliable Jackson networks
- Bridges and networks: exact asymptotics
- Markovian early arrival discrete time Jackson networks
- Impact of Routeing on Correlation Strength in Stationary Queueing Network Processes
- Martingale approach for tail asymptotic problems in the generalized Jackson network
- A functional central limit theorem for the jump counts of Markov processes with an application to Jackson networks
- Asymptotics of overflow probabilities in Jackson networks.
- On exit time from balls of jump-type symmetric Markov processes
- \(L^2\)-decay rate for non-ergodic Jackson network
- On metastability
This page was built for publication: Asymptotics of exit times for Markov jump processes. II: Applications to Jackson networks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1904497)