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Volumn 15, Issue 1 B, 2005, Pages 519-541

Large deviations of a modified Jackson network: Stability and rough asymptotics

Author keywords

Change of measure; H transform; Quasi stationarity; Queueing networks; Rare events

Indexed keywords


EID: 14544296983     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/105051604000000666     Document Type: Article
Times cited : (41)

References (15)
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  • 6
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    • FAYOLLE, G. and IASNOGORODSKI, R. (1979). Two coupled processors: The reduction to a Riemann-Hilbert problem. Z. Wahrsch. Verw. Gebiete 47 325-351.
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    • Fayolle, G.1    Iasnogorodski, R.2
  • 7
    • 0021506349 scopus 로고
    • Two parallel queues created by arrivals with two demands 1
    • FLATTO, L. and HAHN, S. (1984). Two parallel queues created by arrivals with two demands 1. SIAM J. Appl. Math. 44 1041-1053.
    • (1984) SIAM J. Appl. Math. , vol.44 , pp. 1041-1053
    • Flatto, L.1    Hahn, S.2
  • 8
    • 0035413559 scopus 로고    scopus 로고
    • Join the shortest queue: Stability and exact asymptotics
    • FOLEY, R. and MCDONALD, D. (2001). Join the shortest queue: Stability and exact asymptotics. Ann. Appl. Probab. 11 569-607.
    • (2001) Ann. Appl. Probab. , vol.11 , pp. 569-607
    • Foley, R.1    Mcdonald, D.2
  • 9
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    • Bridges and networks: Exact asymptotics
    • FOLEY, R. and MCDONALD, D. (2005). Bridges and networks: Exact asymptotics. Ann. Appl. Probab. 15 542-586.
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    • Foley, R.1    Mcdonald, D.2
  • 10
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    • Sample path large deviations and convergence parameters
    • IGNATIOUK-ROBERT, I. (2001). Sample path large deviations and convergence parameters. Ann. Appl. Probab. 11 1292-1329.
    • (2001) Ann. Appl. Probab. , vol.11 , pp. 1292-1329
    • Ignatiouk-Robert, I.1
  • 11
    • 0033445604 scopus 로고    scopus 로고
    • Asymptotics of first passage times for random walk in a quadrant
    • MCDONALD, D. (1999). Asymptotics of first passage times for random walk in a quadrant. Ann. Appl. Probab. 9 110-145.
    • (1999) Ann. Appl. Probab. , vol.9 , pp. 110-145
    • Mcdonald, D.1
  • 12
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    • Markov additive processes I. Eigenvalue properties and limit theorems
    • NEY, P. and NUMMELIN, E. (1987). Markov additive processes I. Eigenvalue properties and limit theorems. Ann. Probab. 15 561-592.
    • (1987) Ann. Probab. , vol.15 , pp. 561-592
    • Ney, P.1    Nummelin, E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.