Large deviations for multidimensional state-dependent shot-noise processes.

Amarjit Budhiraja Pierre Nyquist

Published in: J. Appl. Probab. (2015)

Keyphrases

large deviations
state dependent
steady state
optimal policy
queueing networks
markov chain
asymptotically optimal
stationary distribution
queue length
single server
arrival rate
heavy traffic
queueing systems
machine learning
video sequences