Rare event analysis of the state frequencies of a large number of Markov chains

Communications in Statistics. Part C: Stochastic Models

Volumn 15, Issue 3, 1999, Pages 577-592

  Mandjes, Michel ^a,b  

^a KPN RESEARCH   (Netherlands)

^b LUCENT TECHNOLOGIES   (United States)

Author keywords

ATM IP; Large deviations asymptotics; Markov chains; Most likely trajectories; Transient behavior

Indexed keywords

EID: 0343181767     PISSN: 08820287     EISSN: None     Source Type: Journal    
DOI: 10.1080/15326349908807551     Document Type: Article

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