Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue
暂无分享,去创建一个
[1] William Feller,et al. An Introduction to Probability Theory and Its Applications , 1951 .
[2] J. Kiefer,et al. On the theory of queues with many servers , 1955 .
[3] J. Wolfowitz,et al. On the Characteristics of the General Queueing Process, with Applications to Random Walk , 1956 .
[4] A Note on the Fundamental Identity of Sequential Analysis , 1958 .
[5] J. Hammersley,et al. Monte Carlo Methods , 1965 .
[6] J. Kingman. On the algebra of queues , 1966, Journal of Applied Probability.
[7] W. Whitt. Embedded renewal processes in the GI/G/s queue , 1972, Journal of Applied Probability.
[8] J. Neveu,et al. Discrete Parameter Martingales , 1975 .
[9] D. Siegmund. Importance Sampling in the Monte Carlo Study of Sequential Tests , 1976 .
[10] Yukio Takahashi. Asymptotic exponentiality of the tail of the waiting-time distribution in a Ph/Ph/C queue , 1981, Advances in Applied Probability.
[11] S. Asmussen. Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the GI/G/ 1 queue , 1982 .
[12] Marie Cottrell,et al. Large deviations and rare events in the study of stochastic algorithms , 1983 .
[13] E. Nummelin. General irreducible Markov chains and non-negative operators: List of symbols and notation , 1984 .
[14] R. Ellis,et al. LARGE DEVIATIONS FOR A GENERAL-CLASS OF RANDOM VECTORS , 1984 .
[15] C. Knessl,et al. An Asymptotic Theory of Large Deviations for Markov Jump Processes , 1985 .
[16] P. Ney,et al. Markov Additive Processes I. Eigenvalue Properties and Limit Theorems , 1987 .
[17] Venkat Anantharam,et al. How large delays build up in a GI/G/1 queue , 1989, Queueing Syst. Theory Appl..
[18] Donald L. Iglehart,et al. Importance sampling for stochastic simulations , 1989 .
[19] Jean Walrand,et al. A quick simulation method for excessive backlogs in networks of queues , 1989 .
[20] John S. Sadowsky,et al. A dependent data extension of Wald's identity and its application to sequential test performance computation , 1989, IEEE Trans. Inf. Theory.
[21] Saeed Ghahramani. On remaining full busy periods of GI/G/c queues and their relation to stationary point processes , 1990 .
[22] P. Ney,et al. Monte Carlo simulation and large deviations theory for uniformly recurrent Markov chains , 1990, Journal of Applied Probability.
[23] P. Dupuis,et al. Large Deviations for Markov Processes with Discontinuous Statistics, I: General Upper Bounds , 1991 .