Large deviations for Markov chains in the positive quadrant

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Publication:4820911


DOI10.1070/RM2001v056n05ABEH000398zbMath1068.60034MaRDI QIDQ4820911

Anatoliĭ Alfredovich Mogul'skiĭ, Aleksandr A. Borovkov

Publication date: 1 October 2004

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm2001v056n05abeh000398


60J05: Discrete-time Markov processes on general state spaces

60K25: Queueing theory (aspects of probability theory)

60F10: Large deviations

60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)

60G05: Foundations of stochastic processes


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