On the behaviour of a long cascade of linear reservoirs

DOI10.1239/JAP/1014842547zbMATH Open0964.60089OpenAlexW1964731067MaRDI QIDQ4519105

J. E. Glynn, Peter W. Glynn

Publication date: 19 March 2001

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

Full work available at URL: https://doi.org/10.1239/jap/1014842547

zbMATH Keywords

central limit theoremlarge deviationsstrong approximationstorage theorylinear cascade

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Large deviations (60F10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (1)

Strange properties of linear reservoirs in the infinitely large limit for prediction of continuous-time signals

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