Exact asymptotics for the stationary distribution of a Markov chain: a production model

Author:

Adan Ivo,Foley Robert D.,McDonald David R.

Publisher

Springer Science and Business Media LLC

Subject

Computational Theory and Mathematics,Management Science and Operations Research,Computer Science Applications

Reference18 articles.

1. Borovkov, A.A., Mogulskii, A.A., Large deviations for Markov chains in the positive quadrant. Usp. Mat. Nauk 56, 3–116 (2001). MR1892559 (2002m:60045)

2. Breiman, L.: Probability, 1st edn. Addison-Wesley, Reading (1968)

3. Cinlar, E.: Introduction to Stochastic Processes. Prentice-Hall, New York (1975)

4. Dabrowski, A., Lee, J., McDonald, D.R.: Large deviations of mulitclass M/G/1 queues. Can. J. Stat. 37(3), 327–346 (2009)

5. Durrett, R.: Probability: Theory and Examples, 3rd edn. Duxbury, N. Scituate (2005)

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