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Patterns of buffer overflow in a class of queues with long memory in the input stream
10 references·16 citing·38 second hop
Patterns of buffer overflow in a class of queues with long memory in the input stream (1997)Patterns of buffer overflow in a class of…Applied Probability and Queues (2003)Applied Probability and QueuesSubexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities (1998)Subexponential asymptotics fo…Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models (1998)Heavy Tails and Long Range De…Waiting-time tail probabilities in queues with long-tail service-time distributions (1994)Waiting-time tail probabiliti…A Storage Model with a Two-State Random Environment (1992)A Storage Model with a Two-St…Extreme Values, Regular Variation and Point Processes (1987)Extreme Values, Regular Varia…Applied Probability and Queues (1987)Applied Probability and QueuesStochastic Theory of a Data-Handling System with Multiple Sources (1982)Stochastic Theory of a Data-H…Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Estimates for the probability…Extreme Values in the GI/G/1 Queue (1972)Extreme Values in the GI/G/1 …The maximum on a random time interval of a random walk with long-tailed increments and negative drift (2003)The maximum on a random time …On the integral of the workload process of the single server queue (2003)On the integral of the worklo…Steady-State Distribution of the Buffer Content for M/G/ infinity Input Fluid Queues (2001)Steady-State Distribution of …Weak convergence of high-speed network traffic models (2000)Weak convergence of high-spee…Rare Events Simulation for Heavy-Tailed Distributions (2000)Rare Events Simulation for He…On the maximum workload of a queue fed by fractional Brownian motion (2000)On the maximum workload of a …A fluid queue with a finite buffer and subexponential input (2000)A fluid queue with a finite b…Telecommunication traffic, queueing models, and subexponential distributions (1999)Telecommunication traffic, qu…Tail probabilities for non-standard risk and queueing processes with subexponential jumps (1999)Tail probabilities for non-st…Tail asymptotics for M/G/1 type queueing processes with subexponential increments (1999)Tail asymptotics for M/G/1 ty…Subexponential loss rates in a GI/GI/1 queue with applications (1999)Subexponential loss rates in …On a reduced load equivalence for fluid queues under subexponentiality (1999)On a reduced load equivalence…Asymptotics of palm-stationary buffer content distributions in fluid flow queues (1999)Asymptotics of palm-stationar…Asymptotic behavior of a multiplexer fed by a long-range dependent process (1999)Asymptotic behavior of a mult…Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues (1999)Activity periods of an infini…Queueing at large resources driven by long-tailed M/G/∞-modulated processes (1998)Queueing at large resources d…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)On the tails of waiting-time distributions (1975)Stochastic Processes in Queueing Theory (1976)Asymptotics for steady-state tail probabilities in structured markov queueing models (1994)Improved algorithms for rare event simulation with heavy tails (2006)Fast simulation of rare events in queueing and reliability models (1995)A Practical Guide to Heavy Tails: Statistical Techniques and Applications (1999)Simulating heavy tailed processes using delayed hazard rate twisting (2002)Efficient rare-event simulation for the maximum of heavy-tailed random walks (2008)State-dependent importance sampling for rare-event simulation: An overview and recent advances (2011)Multiple channel queues in heavy traffic. 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this work references cited by second hop

References

  • 1987Extreme Values, Regular Variation and Point Processes3,165 cited
  • 1987Applied Probability and Queues2,704 cited
  • 2003Applied Probability and Queues1,453 cited
  • 1982Stochastic Theory of a Data-Handling System with Multiple Sources1,271 cited
  • 1982Estimates for the probability of ruin with special emphasis on the possibility of large claims388 cited
  • 1972Extreme Values in the GI/G/1 Queue227 cited
  • 1998Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models176 cited
  • 1998Subexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities175 cited
  • 1994Waiting-time tail probabilities in queues with long-tail service-time distributions122 cited
  • 1992A Storage Model with a Two-State Random Environment88 cited

Cited by

  • 2000Rare Events Simulation for Heavy-Tailed Distributions133 cited
  • 1999Tail probabilities for non-standard risk and queueing processes with subexponential jumps100 cited
  • 2003The maximum on a random time interval of a random walk with long-tailed increments and negative drift89 cited
  • 1999Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues58 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1999Asymptotic behavior of a multiplexer fed by a long-range dependent process55 cited
  • 1998Queueing at large resources driven by long-tailed M/G/∞-modulated processes52 cited
  • 1999On a reduced load equivalence for fluid queues under subexponentiality51 cited
  • 2000A fluid queue with a finite buffer and subexponential input42 cited
  • 1999Subexponential loss rates in a GI/GI/1 queue with applications40 cited
  • 2000On the maximum workload of a queue fed by fractional Brownian motion32 cited
  • 2001Steady-State Distribution of the Buffer Content for M/G/ infinity Input Fluid Queues32 cited
  • 2000Weak convergence of high-speed network traffic models28 cited
  • 1999Asymptotics of palm-stationary buffer content distributions in fluid flow queues27 cited
  • 1999Telecommunication traffic, queueing models, and subexponential distributions25 cited
  • 1999Tail asymptotics for M/G/1 type queueing processes with subexponential increments24 cited
  • 2003On the integral of the workload process of the single server queue21 cited