Induced rare events: analysis via large deviations and time reversal

DOI10.2307/1427529zbMath0781.60094OpenAlexW2039871869MaRDI QIDQ3142682

Adam Schwartz, Alan Weiss

Publication date: 17 February 1994

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427529

zbMATH Keywords

large deviationsqueueing modeljump-Markov systemslarge deviations functionalsnotions of reversed time for Markov processes

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Large deviations (60F10)

Related Items (6)

The geometry of big queues ⋮ Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo ⋮ ON THE PROBABILITY DISTRIBUTION OF JOIN QUEUE LENGTH IN A FORK-JOIN MODEL ⋮ Overflow Asymptotics for large Communications Systems with General Markov Fluid Sources ⋮ Asymptotics of first passage times for random walk in an orthant ⋮ Synchronized queues with deterministic arrivals

This page was built for publication: Induced rare events: analysis via large deviations and time reversal