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Sample path large deviations and intree networks
14 references·16 citing·25 second hop
Sample path large deviations and intree networks (1995)Sample path large deviations and intree n…Elements of Queueing Theory (2003)Elements of Queueing TheoryFast simulation of rare events in queueing and reliability models (1995)Fast simulation of rare event…Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Stability, queue length, and …Logarithmic asymptotics for steady-state tail probabilities in a single-server queue (1994)Logarithmic asymptotics for s…Large deviations behavior of counting processes and their inverses (1994)Large deviations behavior of …Effective bandwidth and fast simulation of ATM intree networks (1994)Effective bandwidth and fast …Tail probabilities with statistical multiplexing and effective bandwidths in multi-class queues (1993)Tail probabilities with stati…Effective bandwidths at multi-class queues (1991)Effective bandwidths at multi…An Introduction to Queueing Networks (1990)An Introduction to Queueing N…A quick simulation method for excessive backlogs in networks of queues (1989)A quick simulation method for…Comparison Methods for Queues and Other Stochastic Models. (1986)Comparison Methods for Queues…Comparison Methods for Queues and Other Stochastic Models (1984)Comparison Methods for Queues…Comparing counting processes and queues (1981)Comparing counting processes …The stability of a queue with non-independent inter-arrival and service times (1962)The stability of a queue with…Light tail asymptotics in multidimensional reflecting processes for queueing networks (2011)Light tail asymptotics in mul…Tail asymptotics for a Lévy-driven tandem queue with an intermediate input (2009)Tail asymptotics for a Lévy-d…Large Deviations-Based Asymptotics for Inventory Control in Supply Chains (2003)Large Deviations-Based Asympt…A large deviation principle with queueing applications (2002)A large deviation principle w…Estimating small cell-loss ratios in ATM switches via importance sampling (2001)Estimating small cell-loss ra…Moderate deviations for queues in critical loading (1999)Moderate deviations for queue…Large deviations, moderate deviations, and queues with long-range dependent input (1999)Large deviations, moderate de…Large deviations analysis of the generalized processor sharing policy (1999)Large deviations analysis of …On the large deviations behavior of acyclic networks of $G/G/1$ queues (1998)On the large deviations behav…Large deviations of the steady-state distribution of reflected processes with applications to queueing systems (1998)Large deviations of the stead…Large deviations of the sojourn time for queues in series (1998)Large deviations of the sojou…Large deviations and the generalized processor sharing scheduling for a multiple-queue system (1998)Large deviations and the gene…Heavy traffic approximations of large deviations of feedforward queueing networks (1998)Heavy traffic approximations …Asymptotic buffer overflow probabilities in multiclass multiplexers: an optimal control approach (1998)Asymptotic buffer overflow pr…Large deviations and the generalized processor sharing scheduling for a two-queue system (1997)Large deviations and the gene…Stationary tail probabilities in exponential server tandems with renewal arrivals (1996)Stationary tail probabilities…Loss Networks (1991)Large deviations, the shape of the loss curve, and economies of scale in large multiplexers (1995)Introduction to the Theory of Queues. (1963)Applied Probability and Queues (1987)Effective bandwidths of departure processes from queues with time varying capacities (2002)Stochastic Theory of a Data-Handling System with Multiple Sources (1982)Large deviations and overflow probabilities for the general single-server queue, with applications (1995)Proceedings of the 2002 Winter Simulation Conference (2002)Importance Sampling for Portfolio Credit Risk (2005)Rare Event Simulation using Monte Carlo Methods (2009)Introduction to Stochastic Processes (2014)INFORMATION COSTS, PRICING, AND RESOURCE UNEMPLOYMENT (1969)Martingale Methods in Financial Modelling (1997)Simulation modeling for analysis (2010)Product-form queueing networks with negative and positive customers (1991)Queueing theory in manufacturing systems analysis and design: A classification of models for production and transfer lines (1996)The Complexity of Optimal Queuing Network Control (1999)Optimization of computer simulation models with rare events (1997)Quick simulation: a review of importance sampling techniques in communications systems (1997)Dynamic server allocation to parallel queues with randomly varying connectivity (1993)Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin (1995)On Queues in Heavy Traffic (1962)On the stability of interacting queues in a multiple-access system (1988)Blocking When Service Is Required From Several Facilities Simultaneously (1985)Marked point processes as limits of Markovian arrival streams (1993)
this work references cited by second hop

References

  • 1962The stability of a queue with non-independent inter-arrival and service times1,045 cited
  • 1986Comparison Methods for Queues and Other Stochastic Models.938 cited
  • 1994Stability, queue length, and delay of deterministic and stochastic queueing networks815 cited
  • 1984Comparison Methods for Queues and Other Stochastic Models720 cited
  • 1990An Introduction to Queueing Networks662 cited
  • 2003Elements of Queueing Theory596 cited
  • 1995Fast simulation of rare events in queueing and reliability models546 cited
  • 1991Effective bandwidths at multi-class queues457 cited
  • 1994Logarithmic asymptotics for steady-state tail probabilities in a single-server queue290 cited
  • 1989A quick simulation method for excessive backlogs in networks of queues269 cited
  • 1981Comparing counting processes and queues184 cited
  • 1993Tail probabilities with statistical multiplexing and effective bandwidths in multi-class queues150 cited
  • 1994Effective bandwidth and fast simulation of ATM intree networks139 cited
  • 1994Large deviations behavior of counting processes and their inverses84 cited

Cited by

  • 1998Asymptotic buffer overflow probabilities in multiclass multiplexers: an optimal control approach

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70 cited
  • 1998On the large deviations behavior of acyclic networks of $G/G/1$ queues63 cited
  • 2011Light tail asymptotics in multidimensional reflecting processes for queueing networks59 cited
  • 1999Large deviations analysis of the generalized processor sharing policy53 cited
  • 2002A large deviation principle with queueing applications44 cited
  • 1998Large deviations and the generalized processor sharing scheduling for a multiple-queue system43 cited
  • 1996Stationary tail probabilities in exponential server tandems with renewal arrivals33 cited
  • 1998Large deviations of the steady-state distribution of reflected processes with applications to queueing systems32 cited
  • 1999Moderate deviations for queues in critical loading29 cited
  • 1998Large deviations of the sojourn time for queues in series25 cited
  • 2009Tail asymptotics for a Lévy-driven tandem queue with an intermediate input24 cited
  • 1998Heavy traffic approximations of large deviations of feedforward queueing networks24 cited
  • 1997Large deviations and the generalized processor sharing scheduling for a two-queue system24 cited
  • 2003Large Deviations-Based Asymptotics for Inventory Control in Supply Chains21 cited
  • 2001Estimating small cell-loss ratios in ATM switches via importance sampling19 cited
  • 1999Large deviations, moderate deviations, and queues with long-range dependent input18 cited