Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
暂无分享,去创建一个
[1] N. U. Prabhu,et al. Queues and Inventories , 1966 .
[2] William Feller,et al. An Introduction to Probability Theory and Its Applications , 1967 .
[3] P. Ney,et al. Functions of probability measures , 1973 .
[4] A. V. Nagaev. On a Property of Sums of Independent Random Variables , 1978 .
[5] J. Teugels,et al. On the asymptotic behaviour of the distributions of the busy period and service time in M/G/1 , 1980, Journal of Applied Probability.
[6] Paul Embrechts,et al. A limit theorem for the tails of discrete infinitely divisible laws with applications to fluctuation theory , 1982, Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics.
[7] Daren B. H. Cline,et al. Convolution tails, product tails and domains of attraction , 1986 .
[8] Sلأren Asmussen,et al. Applied Probability and Queues , 1989 .
[9] C. Klüppelberg. Subexponential distributions and integrated tails. , 1988 .
[10] Claudia Klüppelberg. Estimation of ruin probabilities by means of hazard rates , 1989 .
[11] PAUL EMBRECHTS,et al. Modelling of extremal events in insurance and finance , 1994, Math. Methods Oper. Res..
[12] On the asymptotics of one-sided large deviation probabilities , 1995 .
[13] J. Teugels,et al. Convergence rates for M/G/1 queues and ruin problems with heavy tails , 1996, Journal of Applied Probability.
[14] Ward Whitt,et al. Asymptotics for M/G/1 low-priority waiting-time tail probabilities , 1997, Queueing Syst. Theory Appl..
[15] C. Klüppelberg,et al. Subexponential distributions , 1998 .
[16] Murad S. Taqqu,et al. A Practical Guide to Heavy Tails: Statistical Techniques for Analysing Heavy-Tailed Distributions , 1998 .
[17] K. Sigman,et al. Sampling at subexponential times, with queueing applications , 1999 .
[18] Serguei Foss,et al. Sampling at a Random Time with a Heavy-Tailed Distribution , 2000 .
[19] A. P. Zwart,et al. Tail Asymptotics for the Busy Period in the GI/G/1 Queue , 2001, Math. Oper. Res..
[20] Some asymptotic results for transient random walks with applications to insurance risk , 2001, Journal of Applied Probability.
[21] Predrag R. Jelenkovic,et al. Large Deviations of Square Root Insensitive Random Sums , 2004, Math. Oper. Res..