Busy period analysis, rare events and transient behavior in fluid flow models

DOI10.1155/S1048953394000262zbMath0826.60086OpenAlexW2127329834WikidataQ21147004 ScholiaQ21147004MaRDI QIDQ1344648

Soren Asmussen

Publication date: 14 November 1995

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/47296

zbMATH Keywords

first passage timechange of measureconditional limit theoremMarkov additive processcentral limit estimate for large deviation probabilitieslikelihood ratio identityquick simulations of rare events

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Communication theory (94A05)

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