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Regular variation of the tail of a subordinated probability distribution
3 references·3 citing·19 second hop
Regular variation of the tail of a subordinated probability distribution (1973)Regular variation of the tail of a subord…The Single Server Queue. (1983)The Single Server Queue.The Single Server Queue (1983)The Single Server QueueResidual Life Time at Great Age (1974)Residual Life Time at Great A…Tail probabilities for infinite series of regularly varying random vectors (2008)Tail probabilities for infini…Steady-state asymptotics for tandem, split-match and other feedforward queues with heavy tailed service (1999)Steady-state asymptotics for …Asymptotic tail behaviour of Poisson mixtures by applications (1990)Asymptotic tail behaviour of …Comparison Methods for Queues and Other Stochastic Models. (1986)Stochastic Modeling and the Theory of Queues (1989)Extreme Values, Regular Variation and Point Processes (1987)The supremum of a negative drift random walk with dependent heavy-tailed steps (2000)Regular variation of GARCH processes (2002)Extremal dependence measure and extremogram: the regularly varying case (2011)Risk Measures and Multivariate Extensions of Breiman's Theorem (2012)Mathematical Methods in Risk Theory (1970)Queueing Systems. Volume 1: Theory (1975)Queueing systems with vacations ? A survey (1986)Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory (1997)Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach (2000)Extreme Correlation of International Equity Markets (2001)Extreme Values in the GI/G/1 Queue (1972)Asymptotic behaviour of Wiener-Hopf factors of a random walk (1977)Queueing theory in manufacturing systems analysis and design: A classification of models for production and transfer lines (1996)Manufacturing flow line systems: a review of models and analytical results (1992)The origin of bursts and heavy tails in human dynamics (2005)Modeling bursts and heavy tails in human dynamics (2006)
this work references cited by second hop

References

  • 1974Residual Life Time at Great Age1,484 cited
  • 1983The Single Server Queue844 cited
  • 1983The Single Server Queue.370 cited

Cited by

  • 2008Tail probabilities for infinite series of regularly varying random vectors56 cited
  • 1990Asymptotic tail behaviour of Poisson mixtures by applications36 cited
  • 1999Steady-state asymptotics for tandem, split-match and other feedforward queues with heavy tailed service24 cited

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