[图书][B] Stochastic systems in merging phase space

N Limnios - 2005 - books.google.com
This book provides recent results on the stochastic approximation of systems by weak
convergence techniques. General and particular schemes of proofs for average, diffusion …

Rare events in queueing systems—a survey

IN Kovalenko - Queueing systems, 1994 - Springer
Several practical approaches have been used to estimate the probabilities of rare events
occurring in queueing processes. Rare events of practical interest can be considered as …

Analysis of Markov multiserver retrial queues with negative arrivals

VV Anisimov, JR Artalejo - Queueing Systems, 2001 - Springer
Negative arrivals are used as a control mechanism in many telecommunication and
computer networks. In the paper we analyze multiserver retrial queues; ie, any customer …

Discrete-time semi-Markov random evolutions and their applications

N Limnios, A Swishchuk - Advances in Applied Probability, 2013 - cambridge.org
In this paper we introduce discrete-time semi-Markov random evolutions (DTSMREs) and
study asymptotic properties, namely, averaging, diffusion approximation, and diffusion …

Switching processes: averaging principle, diffusion approximation and applications

VV Anisimov - Acta Applicandae Mathematica, 1995 - Springer
A special class of processes with discrete interference of chance-switching processes (SP),
is introduced. The limit theorems for these processes in the case of 'fast'switching (averaging …

[图书][B] Random motions in Markov and Semi-Markov random environments 1: Homogeneous random motions and their applications

A Pogorui, A Swishchuk, RM Rodriguez-Dagnino - 2021 - books.google.com
This book is the first of two volumes on random motions in Markov and semi-Markov random
environments. This first volume focuses on homogenous random motions. This volume …

[图书][B] Random motions in Markov and Semi-Markov random environments 2: High-dimensional random motions and financial applications

A Pogorui, A Swishchuk, RM Rodríguez-Dagnino - 2020 - books.google.com
This book is the second of two volumes on random motions in Markov and semi-Markov
random environments. This second volume focuses on high-dimensional random motions …

Approximation of queues via small parameter method

IN Kovalenko - Advances in Queueing Theory, Methods, and …, 1995 - taylorfrancis.com
The “small parameter method” is recently developed to efficiently solve various queueing
problems both analytically and numerically. In this chapter, the author discusses principles …

Averaging methods for transient regimes in overloading retrial queueing systems

VV Anisimov - Mathematical and Computer Modelling, 1999 - Elsevier
A new approach is suggested to study transient and stable regimes in overloading retrial
queueing systems. This approach is based on limit theorems of averaging principle and …

Diffusion approximation in overloaded switching queueing models

VV Anisimov - Queueing systems, 2002 - Springer
The asymptotic behavior of a queueing process in overloaded state-dependent queueing
models (systems and networks) of a switching structure is investigated. A new approach to …