Large deviations bounds for face-homogeneous random walks in the quarter-plane

DOI10.1017/S0269964803173056MaRDI QIDQ2808338zbMATH OpenOpenAlexFDO

Authors Arie Hordijk, N. N. Popov

Publication date 23 May 2016

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964803173056

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50)

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Cited in

(5)

• On the Undecidability of Computing Stationary Distributions and Large Deviation Rates for Constrained Random Walks
• DISCRETE SCATTERING AND SIMPLE AND NONSIMPLE FACE-HOMOGENEOUS RANDOM WALKS
• Invariant measures and error bounds for random walks in the quarter-plane based on sums of geometric terms
• Stability and partial instability of multi-class retrial queues
• A linear programming approach to error bounds for random walks in the quarter-plane.

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