Simulating tail asymptotics of a Markov chain
type: Item
instance of: scholarly article
title: Simulating tail asymptotics of a Markov chain
zbMATH Open document ID: 1223.60059
author: Aziz Khanchi
author: Gilles Lamothe
published in: Statistics \& Probability Letters
publication date: 2011-07-26T00:00:00Z
Mathematics Subject Classification ID: 60J22
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 5932105
zbMATH Keywords: rare event simulation
zbMATH Keywords: time reversed Markov chain
zbMATH Keywords: Jackson network
zbMATH Keywords: strongly consistent estimator
MaRDI profile type: Publication
full work available at URL: j.spl.2011.04.006
OpenAlex ID: W2083041806
cites work: Q3026011
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cites work: A quick simulation method for excessive backlogs in networks of queues
cites work: Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue
DOI: 10.1016/J.SPL.2011.04.006
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description: scientific article; zbMATH DE number 5932105