Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue
- 1 January 1991
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 36 (12) , 1383-1394
- https://doi.org/10.1109/9.106154
Abstract
No abstract availableThis publication has 20 references indexed in Scilit:
- Monte Carlo simulation and large deviations theory for uniformly recurrent Markov chainsJournal of Applied Probability, 1990
- Importance Sampling for Stochastic SimulationsManagement Science, 1989
- A quick simulation method for excessive backlogs in networks of queuesIEEE Transactions on Automatic Control, 1989
- An Asymptotic Theory of Large Deviations for Markov Jump ProcessesSIAM Journal on Applied Mathematics, 1985
- General Irreducible Markov Chains and Non-Negative OperatorsPublished by Cambridge University Press (CUP) ,1984
- On the algebra of queuesJournal of Applied Probability, 1966
- Monte Carlo MethodsPublished by Springer Nature ,1964
- A Note on the Fundamental Identity of Sequential AnalysisThe Annals of Mathematical Statistics, 1958
- On the Characteristics of the General Queueing Process, with Applications to Random WalkThe Annals of Mathematical Statistics, 1956
- On the theory of queues with many serversTransactions of the American Mathematical Society, 1955