-
1
-
-
0032389503
-
On large deviations of Markov processes with discontinuous statistics
-
ALANYALI, M. and HAJEK, B. (1998). On large deviations of Markov processes with discontinuous statistics. Ann. Appl. Probab. 8 45-66.
-
(1998)
Ann. Appl. Probab.
, vol.8
, pp. 45-66
-
-
Alanyali, M.1
Hajek, B.2
-
2
-
-
0033474697
-
Large deviations and queueing networks: Methods for rate function identification
-
ATAR, R. and DUPUIS, P. (1999). Large deviations and queueing networks: methods for rate function identification. Stochastic Process. Appl. 84 255-296.
-
(1999)
Stochastic Process. Appl.
, vol.84
, pp. 255-296
-
-
Atar, R.1
Dupuis, P.2
-
3
-
-
0001768620
-
Process level large deviations for a class of piecewise homogeneous random walks
-
BLINOVSKI, V. M. and DOBRUSHIN, R. L. (1994). Process level large deviations for a class of piecewise homogeneous random walks. Progr. Probab. 34 1-59.
-
(1994)
Progr. Probab.
, vol.34
, pp. 1-59
-
-
Blinovski, V.M.1
Dobrushin, R.L.2
-
6
-
-
0000658047
-
Discrete flow networks: Bottleneck analysis and fluid approximations
-
CHEN, H. and MANDELBAUM, A. (1991). Discrete flow networks: bottleneck analysis and fluid approximations. Math. Oper. Res. 16 408-446.
-
(1991)
Math. Oper. Res.
, vol.16
, pp. 408-446
-
-
Chen, H.1
Mandelbaum, A.2
-
9
-
-
0001470414
-
Large deviations for Markov processes with discontinuous statistics. II. Random walks
-
DUPUIS, P. and ELLIS, R. S. (1992). Large deviations for Markov processes with discontinuous statistics. II. Random walks. Probab. Theory Related Fields 91 153-194.
-
(1992)
Probab. Theory Related Fields
, vol.91
, pp. 153-194
-
-
Dupuis, P.1
Ellis, R.S.2
-
10
-
-
0000215977
-
The large deviation principle for a general class of queueing systems. I
-
DUPUIS, P. and ELLIS, R. S. (1995). The large deviation principle for a general class of queueing systems. I. Trans. Amer. Math. Soc. 347 2689-2751.
-
(1995)
Trans. Amer. Math. Soc.
, vol.347
, pp. 2689-2751
-
-
Dupuis, P.1
Ellis, R.S.2
-
11
-
-
0001129707
-
Large deviations for Markov processes with discontinuous statistics I: General upper bounds
-
DUPUIS, P. ELLIS, R. and WEISS, A. (1991). Large deviations for Markov processes with discontinuous statistics I: general upper bounds. Ann. Probab. 19 1280-1297.
-
(1991)
Ann. Probab.
, vol.19
, pp. 1280-1297
-
-
Dupuis, P.1
Ellis, R.2
Weiss, A.3
-
12
-
-
0000134614
-
A viscosity solution approach to the asymptotic analysis of queueing systems
-
DUPUIS, P. ISHII, H. and SONER, H. M. (1990). A viscosity solution approach to the asymptotic analysis of queueing systems. Ann. Probab 18 226-255.
-
(1990)
Ann. Probab
, vol.18
, pp. 226-255
-
-
Dupuis, P.1
Ishii, H.2
Soner, H.M.3
-
13
-
-
18544395348
-
Convex duality and the Skorokhod problem. I
-
DUPUIS, P. and RAMANAN, K. (1999). Convex duality and the Skorokhod problem. I. Probab. Theory Related Fields 115 153-195.
-
(1999)
Probab. Theory Related Fields
, vol.115
, pp. 153-195
-
-
Dupuis, P.1
Ramanan, K.2
-
15
-
-
0026406217
-
Optimally efficient estimation of the statistics of rare events in queueing networks
-
FRATER, M. R., LENNON, T. M. and ANDERSON, B. D. O. (1991). Optimally efficient estimation of the statistics of rare events in queueing networks. IEEE Trans. Automat. Control 36 1395-1405.
-
(1991)
IEEE Trans. Automat. Control
, vol.36
, pp. 1395-1405
-
-
Frater, M.R.1
Lennon, T.M.2
Anderson, B.D.O.3
-
18
-
-
0002365607
-
Asymptotics of exit times for Markov jump processes. II: Applications to Jackson networks
-
ISCOE, I. and McDONALD, D. (1995). Asymptotics of exit times for Markov jump processes. II: applications to Jackson networks. Ann. Probab. 22 2168-2182.
-
(1995)
Ann. Probab.
, vol.22
, pp. 2168-2182
-
-
Iscoe, I.1
McDonald, D.2
-
19
-
-
0000637360
-
Networks of waiting lines
-
JACKSON, J. R. (1957). Networks of waiting lines. Oper. Res. 5 518-521.
-
(1957)
Oper. Res.
, vol.5
, pp. 518-521
-
-
Jackson, J.R.1
-
22
-
-
0002261059
-
Ergodicity, continuity, and analyticity of countable Markov chains
-
MALYSHEV, V. A. and MEN'SHIKOV, M. V. (1981). Ergodicity, continuity, and analyticity of countable Markov chains. Trans. Moscow Math. Soc. 1 1-47.
-
(1981)
Trans. Moscow Math. Soc.
, vol.1
, pp. 1-47
-
-
Malyshev, V.A.1
Men'Shikov, M.V.2
-
23
-
-
0024479530
-
A quick simulation method for excessive backlogs in networks of queues
-
PAREKH, S. and WALRAND, J. (1989). A quick simulation method for excessive backlogs in networks of queues. IEEE Trans. Automat. Control 34 54-66.
-
(1989)
IEEE Trans. Automat. Control
, vol.34
, pp. 54-66
-
-
Parekh, S.1
Walrand, J.2
-
25
-
-
0003617670
-
-
Wiley, New York
-
ROGERS, L. C. G. and WILLIAMS, D. (1987). Diffusions, Markov Processes, and Martingales 2: Ito Calculus. Wiley, New York.
-
(1987)
Diffusions, Markov Processes, and Martingales 2: Ito Calculus
, vol.2
-
-
Rogers, L.C.G.1
Williams, D.2
-
26
-
-
0002068230
-
Quelques occurences des grands écarts dans la littérature électronique
-
RUGET, G. (1979). Quelques occurences des grands écarts dans la littérature électronique. Astérisque 68 187-199.
-
(1979)
Astérisque
, vol.68
, pp. 187-199
-
-
Ruget, G.1
-
29
-
-
0000799399
-
Rare events in series of queues
-
TSOUCAS, P. (1992). Rare events in series of queues. J. Appl. Probab. 29 168-175.
-
(1992)
J. Appl. Probab.
, vol.29
, pp. 168-175
-
-
Tsoucas, P.1
|