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On a reduced load equivalence for fluid queues under subexponentiality
16 references·14 citing·29 second hop
On a reduced load equivalence for fluid queues under subexponentiality (1999)On a reduced load equivalence for fluid q…Sampling at subexponential times, with queueing applications (1999)Sampling at subexponential ti…Asymptotic results for multiplexing subexponential on-off processes (1999)Asymptotic results for multip…Patterns of buffer overflow in a class of queues with long memory in the input stream (1997)Patterns of buffer overflow i…Modelling Extremal Events (1997)Modelling Extremal EventsModelling of extremal events in insurance and finance (1994)Modelling of extremal events …Analysis of separable Markov-modulated rate models for information-handling systems (1991)Analysis of separable Markov-…Analysis of separable Markov-modulated rate models for information-handling systems (1991)Analysis of separable Markov-…Stopped Random Walks (1988)Stopped Random WalksStochastic theory of a fluid model of producers and consumers coupled by a buffer (1988)Stochastic theory of a fluid …Extreme Values, Regular Variation and Point Processes (1987)Extreme Values, Regular Varia…Convolution tails, product tails and domains of attraction (1986)Convolution tails, product ta…Stochastic Theory of a Data-Handling System with Multiple Sources (1982)Stochastic Theory of a Data-H…On closure and factorization properties of subexponential and related distributions (1980)On closure and factorization …Asymptotic behaviour of Wiener-Hopf factors of a random walk (1977)Asymptotic behaviour of Wiene…On the tails of waiting-time distributions (1975)On the tails of waiting-time …The stability of a queue with non-independent inter-arrival and service times (1962)The stability of a queue with…Sojourn Times in the M/PH/1 Processor Sharing Queue (2005)Sojourn Times in the M/PH/1 P…Reduced Load Equivalence under Subexponentiality (2004)Reduced Load Equivalence unde…Heavy tailed M/G/1-PS queues with impatience and admission control in packet networks (2004)Heavy tailed M/G/1-PS queues …Exact asymptotics for fluid queues fed by multiple heavy-tailed on–off flows (2004)Exact asymptotics for fluid q…Resource sharing with subexponential distributions (2003)Resource sharing with subexpo…Large Deviation Analysis of Subexponential Waiting Times in a Processor-Sharing Queue (2003)Large Deviation Analysis of S…Generalized processor sharing queues (2003)Generalized processor sharing…Asymptotic loss probability in a finite buffer fluid queue with hetergeneous heavy-tailed on--off processes (2003)Asymptotic loss probability i…Waiting-Time Asymptotics for the M/G/2 Queue with Heterogeneous Servers (2002)Waiting-Time Asymptotics for …Steady-State Distribution of the Buffer Content for M/G/ infinity Input Fluid Queues (2001)Steady-State Distribution of …Overflow behavior in queues with many long-tailed inputs (2000)Overflow behavior in queues w…Asymptotic bounds for the fluid queue fed by sub-exponential On/Off sources (2000)Asymptotic bounds for the flu…A Heavy Traffic Approximation for Workload Processes with Heavy Tailed Service Requirements (2000)A Heavy Traffic Approximation…A fluid queue with a finite buffer and subexponential input (2000)A fluid queue with a finite b…Subexponentiality and infinite divisibility (1979)Convolutions of Distributions With Exponential and Subexponential Tails (1987)Subexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities (1998)Extreme Values in the GI/G/1 Queue (1972)The Single Server Queue. (1983)Subexponential distributions and characterizations of related classes (1989)Ruin probabilities and overshoots for general Lévy insurance risk processes (2004)Ruin Probabilities and Overshoots for General Lévy Insurance Risk Processes (2004)Queues and Inventories. (1966)QUEUES AND INVENTORIES (1967)Subexponentiality of the product of independent random variables (1994)Decomposability: Queueing and Computer System Applications (1977)Matrix-Geometric Solutions to Stochastic Models (1984)Re-entrant lines (1993)Queueing theory in manufacturing systems analysis and design: A classification of models for production and transfer lines (1996)Throughput analysis of production systems: recent advances and future topics (2008)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)Extreme Correlation of International Equity Markets (2001)A Markov Modulated Characterization of Packetized Voice and Data Traffic and Related Statistical Multiplexer Performance (1986)Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Traffic modeling for telecommunications networks (1994)On Queues in Heavy Traffic (1962)On the stability of interacting queues in a multiple-access system (1988)Empirical properties of asset returns: stylized facts and statistical issues (2001)The Asymptotic Efficiency of Simulation Estimators (1992)Is Network Traffic Appriximated by Stable Lévy Motion or Fractional Brownian Motion? (2002)A stochastic mesh method for pricing high-dimensional American options (2004)
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References

  • 1997Modelling Extremal Events4,397 cited
  • 1994Modelling of extremal events in insurance and finance3,519 cited
  • 1987Extreme Values, Regular Variation and Point Processes3,165 cited
  • 1982Stochastic Theory of a Data-Handling System with Multiple Sources1,271 cited
  • 1962The stability of a queue with non-independent inter-arrival and service times1,045 cited
  • 1988Stochastic theory of a fluid model of producers and consumers coupled by a buffer419 cited
  • 1988Stopped Random Walks384 cited
  • 1980On closure and factorization properties of subexponential and related distributions286 cited
  • 1975On the tails of waiting-time distributions226 cited
  • 1977Asymptotic behaviour of Wiener-Hopf factors of a random walk225 cited
  • 1991Analysis of separable Markov-modulated rate models for information-handling systems209 cited
  • 1986Convolution tails, product tails and domains of attraction195 cited
  • 1991Analysis of separable Markov-modulated rate models for information-handling systems188 cited
  • 1999Asymptotic results for multiplexing subexponential on-off processes129 cited
  • 1999Sampling at subexponential times, with queueing applications97 cited

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  • 1997Patterns of buffer overflow in a class of queues with long memory in the input stream72 cited
  • Cited by

    • 2003Large Deviation Analysis of Subexponential Waiting Times in a Processor-Sharing Queue44 cited
    • 2002Waiting-Time Asymptotics for the M/G/2 Queue with Heterogeneous Servers43 cited
    • 2000A fluid queue with a finite buffer and subexponential input42 cited
    • 2001Steady-State Distribution of the Buffer Content for M/G/ infinity Input Fluid Queues32 cited
    • 2000Overflow behavior in queues with many long-tailed inputs32 cited
    • 2004Heavy tailed M/G/1-PS queues with impatience and admission control in packet networks24 cited
    • 2004Reduced Load Equivalence under Subexponentiality24 cited
    • 2000Asymptotic bounds for the fluid queue fed by sub-exponential On/Off sources22 cited
    • 2004Exact asymptotics for fluid queues fed by multiple heavy-tailed on–off flows21 cited
    • 2003Generalized processor sharing queues20 cited
    • 2003Asymptotic loss probability in a finite buffer fluid queue with hetergeneous heavy-tailed on--off processes19 cited
    • 2003Resource sharing with subexponential distributions19 cited
    • 2005Sojourn Times in the M/PH/1 Processor Sharing Queue16 cited
    • 2000A Heavy Traffic Approximation for Workload Processes with Heavy Tailed Service Requirements16 cited