Large deviations for the empirical mean of an M/M/1 queue.
Jose H. BlanchetPeter W. GlynnSean P. MeynPublished in: Queueing Syst. Theory Appl. (2013)
Keyphrases
- large deviations
- queue length
- state dependent
- steady state
- queueing systems
- arrival rate
- stationary distribution
- theoretical analysis
- queueing networks
- optimal policy
- service times
- single server
- heavy traffic
- markov chain
- machine learning
- importance sampling
- markov process
- mathematical programming
- queueing model
- markov processes
- heavy tailed
- feature selection