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Volumn 347, Issue 8, 1995, Pages 2689-2751

The large deviation principle for a general class of queueing systems I

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EID: 0000215977     PISSN: 00029947     EISSN: None     Source Type: Journal    
DOI: 10.1090/S0002-9947-1995-1290716-2     Document Type: Article
Times cited : (55)

References (14)
  • 1
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    • Small random perturbations of dynamical systems with reflecting boundary
    • R. Anderson and S. Orey, Small random perturbations of dynamical systems with reflecting boundary, Nagoya Math. J. 60 (1976), 189-216.
    • (1976) Nagoya Math. J. , vol.60 , pp. 189-216
    • Anderson, R.1    Orey, S.2
  • 4
    • 0003260640 scopus 로고
    • Large deviations analysis of reflected diffusions and constrained stochastic approximation algorithms in convex sets
    • P. Dupuis, Large deviations analysis of reflected diffusions and constrained stochastic approximation algorithms in convex sets, Stochastics 21 (1987), 63-96.
    • (1987) Stochastics , vol.21 , pp. 63-96
    • Dupuis, P.1
  • 5
    • 0001470414 scopus 로고
    • Large deviations for Markov processes with discontinuous statistics, II: Random walks
    • P. Dupuis and R. S. Ellis, Large deviations for Markov processes with discontinuous statistics, II: Random walks, Probab. Theory Related Fields 91 (1992), 153-194.
    • (1992) Probab. Theory Related Fields , vol.91 , pp. 153-194
    • Dupuis, P.1    Ellis, R.S.2
  • 7
    • 0001129707 scopus 로고
    • Large deviations for Markov processes with discontinuous statistics, I: General upper bounds
    • P. Dupuis, R. S. Ellis, and A. Weiss, Large deviations for Markov processes with discontinuous statistics, I: General upper bounds, Ann. Probab. 19 (1991), 1280-1297.
    • (1991) Ann. Probab , vol.19 , pp. 1280-1297
    • Dupuis, P.1    Ellis, R.S.2    Weiss, A.3
  • 8
    • 0001985427 scopus 로고
    • On Lipschitz continuity of the solution mapping to the Skorokhod problem, with applications
    • P. Dupuis and H. Ishii, On Lipschitz continuity of the solution mapping to the Skorokhod problem, with applications, Stochastics Stochastic Rep. 35 (1991), 31-62.
    • (1991) Stochastics Stochastic Rep , vol.35 , pp. 31-62
    • Dupuis, P.1    Ishii, H.2
  • 9
    • 0000134614 scopus 로고
    • A viscosity solution approach to the asymptotic analysis of queueing systems
    • P. Dupuis, H. Ishii, and H. M. Soner, A viscosity solution approach to the asymptotic analysis of queueing systems, Ann. Probab. 18 (1990), 226-255.
    • (1990) Ann. Probab , vol.18 , pp. 226-255
    • Dupuis, P.1    Ishii, H.2    Soner, H.M.3
  • 11
    • 0001684239 scopus 로고
    • Large deviations for trajectories of multi-dimensional random walks
    • A. A. Mogulskii, Large deviations for trajectories of multi-dimensional random walks, Theory Probab. Appl. 21 300-315 (1976).
    • (1976) Theory Probab. Appl , vol.21 , pp. 300-315
    • Mogulskii, A.A.1
  • 14
    • 0000799399 scopus 로고
    • Rare events in series of queues
    • P. Tsoucas, Rare events in series of queues, J. Appl. Probab. 29 (1992) 168-175.
    • (1992) J. Appl. Probab , vol.29 , pp. 168-175
    • Tsoucas, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.