Large deviations for stochastic fluid networks with Weibullian tails.

Mihail Bazhba Chang-Han Rhee Bert Zwart

Published in: Queueing Syst. Theory Appl. (2022)

Keyphrases

large deviations
heavy tails
heavy tailed
state dependent
markov processes
queueing systems
monte carlo
queue length
importance sampling
stochastic processes
dynamic programming
graphical models
steady state
markov process