Large Deviation Analysis of Queueing Systems

Author:

Dupuis Paul,Ellis Richard S.

Publisher

Springer New York

Reference16 articles.

1. R. Anderson and S. Orey. Small random perturbations of dynamical systems with reflecting boundary. Nagoya Math. J., 60: 189–216, 1976.

2. P. Billingsley. Convergence of Probability Measures. John Wiley and Sons, New York, 1968.

3. P. Dupuis. Large deviations analysis of reflected diffusions and constrained stochastic approximation algorithms in convex sets. Stochastics, 21: 63–96, 1987.

4. P. Dupuis and R. S. Ellis. Large deviations for Markov processes with discontinuous statistics, II: Random walks. Probab. Th. Relat. Fields, 91: 153–194, 1992.

5. P. Dupuis and R. S. Ellis. A weak convergence approach to the theory of large deviations. Technical report, Lefschetz Center for Dynamical Systems, Brown University, 1993. Preprint # 93–6. This manuscript will be published as a book by John Wiley and Sons.

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