This thesis is a large deviations study for the performance of an interacting particle method for rare event estimation. The analysis is restricted to a …
We study a general class of mean field interacting particle systems with a finite state space. Particles evolve as exchangeable jump Markov processes, where finite …
This thesis considers a feed-forward network with a single server station serving jobs with multiple levels of priority. The service discipline is preemptive in that …
In this thesis, we use the large deviations principle to characterize the rate of convergence of the empirical measures of Markov processes. An explicit formula …
We prove a moderate deviations principle for the continuous time linear interpolation of discrete time recursive stochastic processes, and then investigate importance sampling schemes based …