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Tails in generalized Jackson networks with subexponential service-time distributions
7 references·2 citing·31 second hop
Tails in generalized Jackson networks with subexponential service-time distributions (2005)Tails in generalized Jackson networks wit…Subexponential Distributions (2004)Subexponential DistributionsMoments and tails in monotone-separable stochastic networks (2004)Moments and tails in monotone…Moments and Tails in Monotone-Separable Stochastic Networks (2001)Moments and Tails in Monotone…A Practical Guide to Heavy Tails (2000)A Practical Guide to Heavy Ta…On the saturation rule for the stability of queues (1995)On the saturation rule for th…Ergodicity of Jackson-type queueing networks (1994)Ergodicity of Jackson-type qu…Subexponentiality and infinite divisibility (1979)Subexponentiality and infinit…Discrete and Continuous Time Modulated Random Walks with Heavy-Tailed Increments (2007)Discrete and Continuous Time …Asymptotics of Subexponential Max Plus Networks: the Stochastic Event Graph Case (2004)Asymptotics of Subexponential…Asymptotic behaviour of Wiener-Hopf factors of a random walk (1977)Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Modelling Extremal Events (1997)A Note on Veraverbeke's Theorem (2004)On the transition from heavy traffic to heavy tails for the M/G/1 queue: The regularly varying case (2011)The stability of a queue with non-independent inter-arrival and service times (1962)Jobshop-Like Queueing Systems (1963)Stability and structural properties of stochastic storage networks (1996)Piecewise linear test functions for stability and instability of queueing networks (1997)Jobshop-Like Queueing Systems (2004)Ruin Probabilities (2000)On Sums of Conditionally Independent Subexponential Random Variables (2009)MAD Dispersion Measure Makes Extremal Queue Analysis Simple (2022)Asymptotic Methods in Queueing Theory. (1986)Instability of FIFO Queueing Networks (1994)Stability of Generalized Jackson Networks (1994)On the tails of waiting-time distributions (1975)Subexponential distributions and integrated tails (1988)Asymptotic tail distribution of end-to-end delay in networks of queues with self-similar cross traffic (2005)Gaussian Limits for a Fork-Join Network with Nonexchangeable Synchronization in Heavy Traffic (2015)Appendix: A primer on heavy-tailed distributions (1999)Stochastic Processes for Insurance & Finance (1999)Rare Events Simulation for Heavy-Tailed Distributions (2000)Convolution equivalence and infinite divisibility (2004)Fractional market dynamics (2000)Estimating long range dependence: finite sample properties and confidence intervals (2001)Inference in Arch and Garch Models with Heavy-Tailed Errors (2003)On closure and factorization properties of subexponential and related distributions (1980)Subexponential distributions and characterizations of related classes (1989)Large deviations of heavy-tailed random sums with applications in insurance and finance (1997)Heavy Tails in Multi-Server Queue (2006)
this work references cited by second hop

References

  • 2000A Practical Guide to Heavy Tails451 cited
  • 1979Subexponentiality and infinite divisibility307 cited
  • 2004Subexponential Distributions144 cited
  • 1995On the saturation rule for the stability of queues101 cited
  • 1994Ergodicity of Jackson-type queueing networks97 cited
  • 2001Moments and Tails in Monotone-Separable Stochastic Networks46 cited
  • 2004Moments and tails in monotone-separable stochastic networks41 cited

Cited by

  • 2007Discrete and Continuous Time Modulated Random Walks with Heavy-Tailed Increments54 cited
  • 2004Asymptotics of Subexponential Max Plus Networks: the Stochastic Event Graph Case26 cited

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