Rare events for stationary processes.
From MaRDI portal
Publication:1877529
DOI10.1016/S0304-4149(00)00018-1zbMath1045.60044MaRDI QIDQ1877529
François Baccelli, David R. McDonald
Publication date: 7 September 2004
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Related Items
Networks with cascading overloads ⋮ Asymptotic Hitting Distribution for a Reflected Random Walk in the Positive Quadrant ⋮ Large deviations of multiclassM/G/1 queues ⋮ Asymptotics of first passage times for random walk in an orthant
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Markov chains and stochastic stability
- Extremes and related properties of random sequences and processes
- Extreme values for stationary and Markov sequences
- Probability approximations via the Poisson clumping heuristic
- Travel and sojourn times in stochastic networks
- Markov chain models - rarity and exponentiality
- Asymptotics of exit times for Markov jump processes. I
- Extremal behaviour of stationary Markov chains with applications
- Mixing properties of harris chains and autoregressive processes
- Maxima and exceedances of stationary Markov chains
- Recurrence times of buffer overflows in Jackson networks
- Sur les mesures de Palm de deux processus ponctuels stationnaires
- Extreme Value Theory for a Class of Markov Chains with Values in ℝd
- A note on the point processes of rare events