Moderately large deviation principles for the trajectories of random walks and processes with independent increments

2020 ◽  
pp. 343-374
Keyword(s):  
Random Walks ◽  
Large Deviation ◽  
Independent Increments ◽  
Large Deviation Principles ◽  
Processes With Independent Increments

scholarly journals Large deviations for tandem queueing systems

1994 ◽  
Vol 7 (3) ◽  
pp. 301-330 ◽  
Author(s):  
Roland L. Dobrushin ◽  
Eugene A. Pechersky
Keyword(s):  
Large Deviations ◽  
Queueing System ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Queueing Systems ◽  
Random Processes ◽  
Large Delay ◽  
Deviation Principle ◽  
Independent Increments ◽  
Processes With Independent Increments

The crude asymptotics of the large delay probability in a tandem queueing system is considered. The main result states that one of the two channels in the tandem system defines the crude asymptotics. The constant that determines the crude asymptotics is given. The results obtained are based on the large deviation principle for random processes with independent increments on an infinite interval recently established by the authors.

scholarly journals Global sensitivity analysis for stochastic processes with independent increments

2020 ◽  
Vol 62 ◽  
pp. 103098
Author(s):  
Emeline Gayrard ◽  
Cédric Chauvière ◽  
Hacène Djellout ◽  
Pierre Bonnet ◽  
Don-Pierre Zappa
Keyword(s):  
Sensitivity Analysis ◽  
Stochastic Processes ◽  
Global Sensitivity Analysis ◽  
Global Sensitivity ◽  
Independent Increments ◽  
Processes With Independent Increments
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