SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Large deviations of sojourn times in processor sharing queues
16 references·7 citing·32 second hop
Large deviations of sojourn times in processor sharing queues (2006)Large deviations of sojourn times in proc…Insurance: Mathematics and Economics (2004)Insurance: Mathematics and Ec…Stochastic Networks and Queues (2003)Stochastic Networks and QueuesClassifying scheduling policies with respect to unfairness in an M/GI/1 (2003)Classifying scheduling polici…Applied Probability and Queues (2003)Applied Probability and QueuesStochastic Processes for Insurance and Finance (2001)Stochastic Processes for Insu…Largest Weighted Delay First Scheduling: Large Deviations and Optimality (2001)Largest Weighted Delay First …Stochastic Processes for Insurance and Finance (1999)Stochastic Processes for Insu…Stochastic Processes for Insurance & Finance (1999)Stochastic Processes for Insu…Asymptotics for M/G/1 low-priority waiting-time tail probabilities (1997)Asymptotics for M/G/1 low-pri…Logarithmic asymptotics for steady-state tail probabilities in a single-server queue (1994)Logarithmic asymptotics for s…Tail probabilities with statistical multiplexing and effective bandwidths in multi-class queues (1993)Tail probabilities with stati…Applied Probability and Queues (1987)Applied Probability and QueuesThe sojourn-time distribution in the M/G/1 queue by processor sharing (1984)The sojourn-time distribution…Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Estimates for the probability…Waiting Time Distributions for Processor-Sharing Systems (1970)Waiting Time Distributions fo…The Queue M/G/1 with the Shortest Remaining Processing Time Discipline (1966)The Queue M/G/1 with the Shor…Tail-robust scheduling via limited processor sharing (2010)Tail-robust scheduling via li…Monotonicity in the Limited Processor-Sharing Queue (2009)Monotonicity in the Limited P…On the Correlation Structure of a Lévy-Driven Queue (2008)On the Correlation Structure …The Fluid Limit of an Overloaded Processor Sharing Queue (2006)The Fluid Limit of an Overloa…SOJOURN TIME TAILS IN THE M/D/1 PROCESSOR SHARING QUEUE (2006)SOJOURN TIME TAILS IN THE M/D…On the exact asymptotics of the busy period in GI/G/1 queues (2006)On the exact asymptotics of t…SOJOURN TIMES IN THE M/G/1 FB QUEUE WITH LIGHT-TAILED SERVICE TIMES (2005)SOJOURN TIMES IN THE M/G/1 FB…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)Priority Assignment in Waiting Line Problems (1954)A Proof for the Queuing Formula: L = λ W (1961)A Classified Bibliography of Research on Optimal Design and Control of Queues (1977)A simple dynamic routing problem (1980)Analysis of SRPT scheduling (2001)Introduction to the Theory of Queues. (1963)An equilibrium characterization of the term structure (1977)Extreme Values, Regular Variation and Point Processes (1987)On minimizing the ruin probability by investment and reinsurance (2002)The application of continuous-time random walks in finance and economics (2005)On the optimal dividend problem for a spectrally negative Lévy process (2007)Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Large deviations, the shape of the loss curve, and economies of scale in large multiplexers (1995)Effective bandwidths of departure processes from queues with time varying capacities (2002)Stability properties of constrained queueing systems and scheduling policies for maximum throughput in multihop radio networks (1992)Dynamic server allocation to parallel queues with randomly varying connectivity (1993)Asset Pricing with Heterogeneous Consumers (1996)Extreme value theory and Value-at-Risk: Relative performance in emerging markets (2004)An Application of Extreme Value Theory for Measuring Financial Risk (2006)Models for construction of multivariate dependence – a comparison study (2008)Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (2002)Quantifying Distributional Model Risk via Optimal Transport (2019)An Introduction to Numerical Transform Inversion and Its Application to Probability Models (2000)M/G/1 queue with multiple working vacations (2005)A Stochastic Model for Order Book Dynamics (2010)Martingale proofs of many-server heavy-traffic limits for Markovian queues (2007)Stability of Parallel Queueing Systems with Coupled Service Rates (2007)Asymptotically optimal priority policies for indexable and nonindexable restless bandits (2016)
this work references cited by second hop

References

  • 1987Applied Probability and Queues2,704 cited
  • 2003Applied Probability and Queues1,453 cited
  • 2004Insurance: Mathematics and Economics1,308 cited
  • 2001Stochastic Processes for Insurance and Finance839 cited
  • 1999Stochastic Processes for Insurance & Finance775 cited
  • 1999Stochastic Processes for Insurance and Finance499 cited
  • 1982Estimates for the probability of ruin with special emphasis on the possibility of large claims388 cited
  • 1966The Queue M/G/1 with the Shortest Remaining Processing Time Discipline342 cited
  • 2003Stochastic Networks and Queues297 cited
  • 1994Logarithmic asymptotics for steady-state tail probabilities in a single-server queue290 cited
  • 1970Waiting Time Distributions for Processor-Sharing Systems236 cited
  • 2001Largest Weighted Delay First Scheduling: Large Deviations and Optimality198 cited
  • 2003Classifying scheduling policies with respect to unfairness in an M/GI/1170 cited
  • 1993Tail probabilities with statistical multiplexing and effective bandwidths in multi-class queues150 cited
  • 1997Asymptotics for M/G/1 low-priority waiting-time tail probabilities145 cited

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

1984
The sojourn-time distribution in the M/G/1 queue by processor sharing
115 cited

Cited by

  • 2010Tail-robust scheduling via limited processor sharing34 cited
  • 2006SOJOURN TIME TAILS IN THE M/D/1 PROCESSOR SHARING QUEUE30 cited
  • 2006The Fluid Limit of an Overloaded Processor Sharing Queue25 cited
  • 2006On the exact asymptotics of the busy period in GI/G/1 queues22 cited
  • 2008On the Correlation Structure of a Lévy-Driven Queue21 cited
  • 2005SOJOURN TIMES IN THE M/G/1 FB QUEUE WITH LIGHT-TAILED SERVICE TIMES16 cited
  • 2009Monotonicity in the Limited Processor-Sharing Queue13 cited