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Subexponential asymptotics of a Markov-modulated random walk with queueing applications
13 references·16 citing·32 second hop
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(1983)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)Introduction to the Theory of Queues. 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References

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  • 1976Stochastic Processes in Queueing Theory674 cited
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  • 2004Subexponential Distributions144 cited
  • 2000Self-similar communication models and very heavy tails

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71 cited
  • 2000The impact of a heavy-tailed service-time distribution upon the M/GI/s waiting-time distribution64 cited
  • 2007Discrete and Continuous Time Modulated Random Walks with Heavy-Tailed Increments54 cited
  • 2006A Limit Theorem for Financial Markets with Inert Investors47 cited
  • 1999Subexponential loss rates in a GI/GI/1 queue with applications40 cited
  • 2005Light-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type38 cited
  • 2002Multiplexing on-off sources with subexponential on periods28 cited
  • 2005Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type26 cited
  • 1999Telecommunication traffic, queueing models, and subexponential distributions25 cited
  • 1999Steady-state asymptotics for tandem, split-match and other feedforward queues with heavy tailed service24 cited
  • 1999Tail asymptotics for M/G/1 type queueing processes with subexponential increments24 cited
  • 2003Queueing systems with long-range dependent input process and subexponential service times22 cited
  • 2004Geometric and Subexponential Asymptotics of Markov Chains of M/G/1 Type21 cited
  • 2002A new method to determine the queue length distribution at an ATM multiplexer20 cited
  • 1999How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails19 cited