Rare event analysis of the state frequencies of a large number of Markov chains

DOI10.1080/15326349908807551zbMath0933.60014OpenAlexW1994739245MaRDI QIDQ4248823

M. R. H. Mandjes

Publication date: 4 April 2000

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349908807551

zbMATH Keywords

Markov chainslarge deviationsATM/IP networkmost likely trajectory

Mathematics Subject Classification ID

Circuits, networks (94C99) Large deviations (60F10) Sample path properties (60G17) Continuous-time Markov processes on discrete state spaces (60J27)

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