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- W2045190760 abstract "This tutorial surveys the fundamental results of the theory of martingales from the perspective of the performance engineer. We will present the fundamental results and illustrate their power through simple and elegant proofs of important and well-known results in performance analysis. The remainder of the tutorial will introduce the martingale functional central limit theorem and semi-martingale decomposition methodology for the characterization and proof of heavy-traffic limit results for Markovian queueing systems." @default.
- W2045190760 created "2016-06-24" @default.
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- W2045190760 date "2012-06-11" @default.
- W2045190760 modified "2023-09-26" @default.
- W2045190760 title "Basic theory and some applications of martingales" @default.
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- W2045190760 doi "https://doi.org/10.1145/2254756.2254828" @default.
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