scientific article; zbMATH DE number 919127
From MaRDI portal
Publication:4888909
zbMath0872.60063MaRDI QIDQ4888909
Publication date: 25 August 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
renewal theoryregenerative processcouplingprobability metricBlackwell's theoremrare eventcrossing time
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Renewal theory (60K05)
Related Items
Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist ⋮ Sensitivity analysis of regenerative queuing models ⋮ Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems ⋮ On the convergence rate for queueing and reliability models described by regenerative processes ⋮ On the Reliability Modeling of Hierarchical Systems ⋮ On Strong Bounds of Rate of Convergence for Regenerative Processes ⋮ Error bounds for exponential approximation of large-system reliability ⋮ Computable exponential convergence rates for stochastically ordered Markov processes ⋮ Reliability model for hierarchical systems: regenerative approach ⋮ Asymptotic risks of Viterbi segmentation ⋮ Two-sided bounds of ruin probabilities ⋮ Permuted derivative and importance-sampling estimators for regenerative simulations. ⋮ On the rate of convergence for infinite server Erlang-Sevastyanov's problem ⋮ Regenerativity of Viterbi process for pairwise Markov models ⋮ Rare event simulation for steady-state probabilities via recurrency cycles ⋮ Application of Splitting to Failure Estimation in Controllable Degradation System ⋮ Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison ⋮ A renewal approach to Markovian \(U\)-statistics ⋮ Compound Poisson approximation for Markov chains using Stein's method ⋮ Simulation of queueing processes based on weak regeneration ⋮ Fluid queue driven by a GI/GI/1 queue ⋮ Weak regenerative structure of an open Jackson queueing network ⋮ Efficient Simulation via Coupling ⋮ A monotonicity in reversible Markov chains ⋮ Bounds for geometric sums used for evaluation of reliability of regenerative models ⋮ Comparison of ruin probability estimates in the presence of heavy tails ⋮ Random motions, classes of ergodic Markov chains and beta distributions ⋮ Obituary: Vladimir Kalashnikov (May 12, 1942--March 20, 2001) ⋮ Crossing and comparison of regenerative processes