Hostname: page-component-586b7cd67f-t8hqh Total loading time: 0 Render date: 2024-11-23T23:52:21.563Z Has data issue: false hasContentIssue false

Large Deviations for Performance Analysis: Queues, Communications, and Computing, Adam Shwartz and Alan Weiss (New York: Chapman and Hall, 1995).

Published online by Cambridge University Press:  27 July 2009

Michel Mandjes
Affiliation:
Department of Econometrics, Vrije Universiteit, Amsterdam, The Netherlands

Abstract

Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Book Reviews
Copyright
Copyright © Cambridge University Press 1996

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

1.Asmussen, S. & Rubinstein, R. (1995). Steady state rare event simulation in queueing models and its complexity properties. In Dshalalow, J. (ed.). Advances in queueing: Theory, methods and open problems. Boca Raton, FL: CRC Press, pp. 429462.Google Scholar
2.Bucklew, J.A. (1990). Large deviation techniques in decision, simulation, and estimation. New York: Wiley.Google Scholar
3.Dembo, A. & Zeitouni, O. (1993). Large deviations techniques and applications. Boston: Jones and Bartlett.Google Scholar
4.Deuschel, J.D. & Stroock, D.W. (1989). Large deviations. Boston: Academic Press.Google Scholar
5.Donsker, M.D. & Varadhan, S.R.S. (1975). Asymptotic evaluation of certain Markov process expectations for large time, I and II. Communications on Pure and Applied Mathematics 28: 147, 279–301.CrossRefGoogle Scholar
6.Freidlin, M.I. & Wentzell, A.D. (1984). Random perturbations of dynamical systems. New York: Springer-Verlag.CrossRefGoogle Scholar
7.Kesidis, G., Walrand, J., & Chang, C.S. (1993). Effective bandwidths for multiclass Markov fluids and other ATM sources. IEEE/ACM Transactions on Networking 1: 424428.CrossRefGoogle Scholar