Large deviations and importance sampling for a tandem network with slow-down.

Paul Dupuis Kevin Leder Hui Wang

Published in: Queueing Syst. Theory Appl. (2007)

Keyphrases

large deviations
importance sampling
monte carlo
kalman filter
markov chain
rare events
particle filter
particle filtering
approximate inference
markov chain monte carlo
queueing systems
image segmentation
steady state
queue length
state dependent
heavy tailed