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Asymptotics of palm-stationary buffer content distributions in fluid flow queues
12 references·6 citing·38 second hop
Asymptotics of palm-stationary buffer content distributions in fluid flow queues (1999)Asymptotics of palm-stationary buffer con…Asymptotic results for multiplexing subexponential on-off processes (1999)Asymptotic results for multip…Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models (1998)Heavy Tails and Long Range De…Patterns of buffer overflow in a class of queues with long memory in the input stream (1997)Patterns of buffer overflow i…Long-tail buffer-content distributions in broadband networks (1997)Long-tail buffer-content dist…Fluid queues and regular variation (1996)Fluid queues and regular vari…Tail probabilities with statistical multiplexing and effective bandwidths in multi-class queues (1993)Tail probabilities with stati…Convolution tails, product tails and domains of attraction (1986)Convolution tails, product ta…Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Estimates for the probability…Subexponential distribution functions (1980)Subexponential distribution f…Subexponentiality and infinite divisibility (1979)Subexponentiality and infinit…On Regenerative Processes in Queueing Theory (1976)On Regenerative Processes in …On the tails of waiting-time distributions (1975)On the tails of waiting-time …Reduced Load Equivalence under Subexponentiality (2004)Reduced Load Equivalence unde…Exact asymptotics for fluid queues fed by multiple heavy-tailed on–off flows (2004)Exact asymptotics for fluid q…Asymptotic loss probability in a finite buffer fluid queue with hetergeneous heavy-tailed on--off processes (2003)Asymptotic loss probability i…Asymptotic bounds for the fluid queue fed by sub-exponential On/Off sources (2000)Asymptotic bounds for the flu…Tail asymptotics for M/G/1 type queueing processes with subexponential increments (1999)Tail asymptotics for M/G/1 ty…Regular variation in a multi-source fluid queue (1997)Regular variation in a multi-…Mathematical Methods in Risk Theory (1970)Subexponential distributions and integrated tails (1988)Optimal Proportional Reinsurance Policies in a Dynamic Setting (2001)Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks (2003)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)Applied Probability and Queues (1987)Extreme Values, Regular Variation and Point Processes (1987)Tail probabilities for non-standard risk and queueing processes with subexponential jumps (1999)Rare Events Simulation for Heavy-Tailed Distributions (2000)Applied Probability and Queues (2003)The maximum on a random time interval of a random walk with long-tailed increments and negative drift (2003)Queues and Inventories. (1966)QUEUES AND INVENTORIES (1967)Extreme Values in the GI/G/1 Queue (1972)Asymptotic behaviour of Wiener-Hopf factors of a random walk (1977)Subexponentiality of the product of independent random variables (1994)Stochastic Theory of a Data-Handling System with Multiple Sources (1982)Matrix-Geometric Solutions to Stochastic Models (1984)Asymptotics for steady-state tail probabilities in structured markov queueing models (1994)Exponential bounds for queues with Markovian arrivals (1994)Exponential Approximations for Tail Probabilities in Queues, I: Waiting Times (1995)Is Network Traffic Appriximated by Stable Lévy Motion or Fractional Brownian Motion? (2002)Precise large deviations for sums of random variables with consistently varying tails (2004)Introduction to Stochastic Processes (2014)The Impact of Autocorrelation on Queuing Systems (1993)Heavy tail modeling and teletraffic data: special invited paper (1997)Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options (2004)On up- and downcrossings (1977)Reneging Phenomena in Single Channel Queues (1979)Queueing Networks: A Survey of Their Random Processes (1985)Large deviations of heavy-tailed random sums with applications in insurance and finance (1997)Appendix: A primer on heavy-tailed distributions (1999)Simulating heavy tailed processes using delayed hazard rate twisting (2002)Subexponential Distributions (2004)
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References

  • 1982Estimates for the probability of ruin with special emphasis on the possibility of large claims388 cited
  • 1979Subexponentiality and infinite divisibility307 cited
  • 1975On the tails of waiting-time distributions226 cited
  • 1986Convolution tails, product tails and domains of attraction195 cited
  • 1998Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models176 cited
  • 1976On Regenerative Processes in Queueing Theory169 cited
  • 1980Subexponential distribution functions153 cited
  • 1993Tail probabilities with statistical multiplexing and effective bandwidths in multi-class queues150 cited
  • 1999Asymptotic results for multiplexing subexponential on-off processes129 cited
  • 1997Patterns of buffer overflow in a class of queues with long memory in the input stream72 cited
  • 1997Long-tail buffer-content distributions in broadband networks52 cited
  • 1996Fluid queues and regular variation49 cited

Cited by

  • 1997Regular variation in a multi-source fluid queue25 cited
  • 2004Reduced Load Equivalence under Subexponentiality24 cited
  • 1999Tail asymptotics for M/G/1 type queueing processes with subexponential increments

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24 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
  • 2003Asymptotic loss probability in a finite buffer fluid queue with hetergeneous heavy-tailed on--off processes19 cited