Stopped Random Walks: Limit Theorems and Applications (Allan Gut).
David SiegmundPublished in: SIAM Rev. (1989)
Keyphrases
- random walk
- limit theorems
- heavy traffic
- confidence intervals
- markov chain
- steady state
- queue length
- directed graph
- asymptotically optimal
- queueing networks
- transition probabilities
- arrival rate
- long run
- stationary distribution
- sample size
- transition probability matrix
- markov random walk
- monte carlo
- spectral methods
- scheduling problem