Large deviations analysis of a coupled-processors system

Probability in the Engineering and Informational Sciences

Volumn 17, Issue 3, 2003, Pages 397-409

  Hordijk, Arie ^a   Popov, Nikolai ^a  

^a LEIDEN UNIVERSITY   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

INDUSTRIAL ENGINEERING;

CLOSED-FORM EXPRESSION; LARGE DEVIATIONS; RATE FUNCTIONS; SERVICE PARAMETERS;

ENGINEERING;

EID: 0042991491     PISSN: 02699648     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0269964803173068     Document Type: Article

References (5)

1. Fayolle, G., Menshikov, M. V., &Malyshev, V.A. (1995). Topics in the constructive theory of countable Markov Chains. Cambridge: Cambridge University Press.
2. Hordijk, A. &Popov, N. V. (2003). Large deviations bounds for face-homogeneous random walks in the quarter plane. Probability in the Engineering and Informational Sciences 17(3): 369-396.
3. Ignatyuk, I.A. (2002). Sample path large deviations and convergence parameters. Annals of Applied Probability 11: 1292-1329.
4. Ignatyuk, I.A., Malyshev, V.A., &Scherbakov, V.V. (1994). Boundary effects in large deviations problems. Russian Mathematical Surveys 49(2): 43-102.
5. Shwartz, A. &Weiss, A. (1995). Large deviations for performance analysis: Queues, communications, and computing. London: Chapman &Hall.