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Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
13 references·4 citing·33 second hop
Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times (2004)Tail behaviour of the busy period of a GI…Subexponential Distributions (2004)Subexponential DistributionsApplied Probability and Queues (2003)Applied Probability and QueuesTail Asymptotics for the Busy Period in the GI/G/1 Queue (2001)Tail Asymptotics for the Busy…Sampling at subexponential times, with queueing applications (1999)Sampling at subexponential ti…Asymptotics for M/G/1 low-priority waiting-time tail probabilities (1997)Asymptotics for M/G/1 low-pri…A Practical Guide to Heavy Tails: Statistical Techniques for Analyzing Heavy Tailed Distributions (1997)A Practical Guide to Heavy Ta…Modelling of extremal events in insurance and finance (1994)Modelling of extremal events …Subexponential distributions and integrated tails (1988)Subexponential distributions …Applied Probability and Queues (1987)Applied Probability and QueuesConvolution tails, product tails and domains of attraction (1986)Convolution tails, product ta…On the asymptotic behaviour of the distributions of the busy period and service time in M/G/ 1 (1980)On the asymptotic behaviour o…QUEUES AND INVENTORIES (1967)QUEUES AND INVENTORIESQueues and Inventories. (1966)Queues and Inventories.Tails of random sums of a heavy-tailed number of light-tailed terms (2007)Tails of random sums of a hea…Scheduling for today's computer systems: bridging theory and practice (2007)Scheduling for today's comput…Large deviations for random walks under subexponentiality: the big-jump domain (2007)Large deviations for random w…Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (2006)Asymptotic behaviour of the f…Extreme Values, Regular Variation and Point Processes (1987)Conditional value-at-risk for general loss distributions (2002)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Top Incomes in the Long Run of History (2011)The Class of Subexponential Distributions (1975)On closure and factorization properties of subexponential and related distributions (1980)Convolutions of Distributions With Exponential and Subexponential Tails (1987)Subexponential distributions and characterizations of related classes (1989)Convolution equivalence and infinite divisibility (2004)Comparison Methods for Queues and Other Stochastic Models. (1986)Stochastic Modeling and the Theory of Queues (1989)Analysis, Design, and Control of Queueing Systems (2002)Bursty Human Dynamics (2017)Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Subexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities (1998)Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate (2011)Modelling Extremal Events (1997)Appendix: A primer on heavy-tailed distributions (1999)Stochastic Processes for Insurance & Finance (1999)Rare Events Simulation for Heavy-Tailed Distributions (2000)Measuring Tail Thickness to Estimate the Stable Index α: A Critique (1997)High volatility, thick tails and extreme value theory in value-at-risk estimation (2003)Trends and fluctuations in the severity of interstate wars (2018)Stability properties of constrained queueing systems and scheduling policies for maximum throughput in multihop radio networks (1992)Dynamic server allocation to parallel queues with randomly varying connectivity (1993)Asset Pricing with Heterogeneous Consumers (1996)On the tails of waiting-time distributions (1975)Transient solutions in markovian queueing systems (1977)The Output of a Queueing System (1981)A Basic Dynamic Routing Problem and Diffusion (1978)An Introduction to Numerical Transform Inversion and Its Application to Probability Models (2000)M/G/1 queue with multiple working vacations (2005)A Stochastic Model for Order Book Dynamics (2010)
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References

  • 1994Modelling of extremal events in insurance and finance3,519 cited
  • 1987Applied Probability and Queues2,704 cited
  • 2003Applied Probability and Queues1,453 cited
  • 1988Subexponential distributions and integrated tails318 cited
  • 1967QUEUES AND INVENTORIES281 cited
  • 1966Queues and Inventories.236 cited
  • 1997A Practical Guide to Heavy Tails: Statistical Techniques for Analyzing Heavy Tailed Distributions201 cited
  • 1986Convolution tails, product tails and domains of attraction195 cited
  • 1997Asymptotics for M/G/1 low-priority waiting-time tail probabilities145 cited
  • 2004Subexponential Distributions144 cited
  • 1999Sampling at subexponential times, with queueing applications97 cited
  • 1980On the asymptotic behaviour of the distributions of the busy period and service time in M/G/ 189 cited
  • 2001Tail Asymptotics for the Busy Period in the GI/G/1 Queue60 cited

Cited by

  • 2007Large deviations for random walks under subexponentiality: the big-jump domain100 cited
  • 2007Tails of random sums of a heavy-tailed number of light-tailed terms63 cited

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2006
Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
38 cited
  • 2007Scheduling for today's computer systems: bridging theory and practice33 cited