scientific article; zbMATH DE number 786528
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Publication:4843009
zbMATH Open0823.60021MaRDI QIDQ4843009FDOQ4843009
Authors: Peter W. Glynn 
Publication date: 23 October 1995
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Cited In (16)
- Counterexamples in importance sampling for large deviations probabilities
- A large deviations principle for infinite-server queues in a random environment
- Markov-modulated infinite-server queues with general service times
- Rare event simulation for a slotted time M/G/s model
- Importance sampling algorithms for first passage time probabilities in the infinite server queue
- Extreme and high-level sojourns of the single server queue in heavy traffic
- Large deviations and applications for Markovian Hawkes processes with a large initial intensity
- Sample path moderate deviations for shot noise processes in the high intensity regime
- A large-deviations analysis of Markov-modulated infinite-server queues
- Dynamic importance sampling for uniformly recurrent Markov chains
- Two-parameter sample path large deviations for infinite-server queues
- Large deviation probabilities for the system \(\mathrm{M}/\mathrm{G}/1/\infty\) with an unreliable server
- Rare-event simulation for many-server queues
- Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues
- Large deviations and overflow probabilities for the general single-server queue, with applications
- Large scale and heavy traffic asymptotics for systems with unreliable servers
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