Large deviations behavior of counting processes and their inverses

DOI10.1007/BF01158691zbMath0805.60023MaRDI QIDQ1339069

Peter W. Glynn, Ward Whitt

Publication date: 8 January 1995

Published in: Queueing Systems (Search for Journal in Brave)

zbMATH Keywords

Gärtner-Ellis conditionregenerative structuresteady-state distributionssmall-tail asymptotics

Mathematics Subject Classification ID

Large deviations (60F10)

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Cites Work

• Unnamed Item
• Limit theorems for cumulative processes
• Large deviations for a general class of random vectors
• Functional large deviation principles for first-passage-time processes
• A large-deviation result for regenerative processes
• Large deviation rate calculations for nonlinear detectors in Gaussian noise
• Some Useful Functions for Functional Limit Theorems
• On Large Deviations from the Invariant Measure
• Ordinary CLT and WLLN Versions of L = λW
• Unstable Asymptotics for Nonstationary Queues

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