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A fluid queue with a finite buffer and subexponential input
16 references·8 citing·39 second hop
A fluid queue with a finite buffer and subexponential input (2000)A fluid queue with a finite buffer and su…Asymptotic results for multiplexing subexponential on-off processes (1999)Asymptotic results for multip…A Multiserver Queueing System with Impatient Customers (1999)A Multiserver Queueing System…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…Modelling Extremal Events (1997)Modelling Extremal EventsLarge deviations results for subexponential tails, with applications to insurance risk (1996)Large deviations results for …A Storage Model with a Two-State Random Environment (1992)A Storage Model with a Two-St…A review ofL=?W and extensions (1991)A review ofL=?W and extensionsApplied Probability and Queues (1987)Applied Probability and QueuesThe Single Server Queue (1983)The Single Server QueueReneging Phenomena in Single Channel Queues (1979)Reneging Phenomena in Single …On up- and downcrossings (1977)On up- and downcrossingsAsymptotic behaviour of Wiener-Hopf factors of a random walk (1977)Asymptotic behaviour of Wiene…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 …General customer impatience in the queue GI/G/1 (1965)General customer impatience i…Loss Rates for Lévy Processes with Two Reflecting Barriers (2007)Loss Rates for Lévy Processes…ON AN EQUIVALENCE BETWEEN LOSS RATES AND CYCLE MAXIMA IN QUEUES AND DAMS (2005)ON AN EQUIVALENCE BETWEEN LOS…Finite-Buffer Queues with Workload-Dependent Service and Arrival Rates (2005)Finite-Buffer Queues with Wor…Heavy-Traffic Limits for Loss Proportions in Single-Server Queues (2004)Heavy-Traffic Limits for Loss…Exact asymptotics for fluid queues fed by multiple heavy-tailed on–off flows (2004)Exact asymptotics for fluid q…Steady-State Distribution of the Buffer Content for M/G/ infinity Input Fluid Queues (2001)Steady-State Distribution of …On the asymptotic relationship between the overflow probability and the loss ratio (2001)On the asymptotic relationshi…Subexponential loss rates in a GI/GI/1 queue with applications (1999)Subexponential loss rates in …A Proof for the Queuing Formula: L = λ W (1961)Poisson Arrivals See Time Averages (1982)Stochastic Modeling and the Theory of Queues (1989)The Distributional Little's Law and Its Applications (1995)Multi-Server Queueing Systems with Multiple Priority Classes (2005)Operational Research: methods and applications (2023)Extreme Values in the GI/G/1 Queue (1972)The Single Server Queue. (1983)Subexponential distributions and characterizations of related classes (1989)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 and infinite divisibility (1979)Subexponentiality of the product of independent random variables (1994)The stability of a queue with non-independent inter-arrival and service times (1962)Introduction to the Theory of Queues. (1963)Fundamentals of Queueing Theory. (1977)Modeling the transplant waiting list: A queueing model with reneging (1999)A Diffusion Approximation for a GI/GI/1 Queue with Balking or Reneging (2005)Transient solution of the M/M/c queue with balking and reneging (2009)Stochastic Theory of a Data-Handling System with Multiple Sources (1982)Tail probabilities for non-standard risk and queueing processes with subexponential jumps (1999)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)Queueing Networks: A Survey of Their Random Processes (1985)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)Empirical properties of asset returns: stylized facts and statistical issues (2001)Extreme Correlation of International Equity Markets (2001)Conditional value-at-risk for general loss distributions (2002)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)
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References

  • 1997Modelling Extremal Events4,397 cited
  • 1987Applied Probability and Queues2,704 cited
  • 1983The Single Server Queue844 cited
  • 1975On the tails of waiting-time distributions226 cited
  • 1977Asymptotic behaviour of Wiener-Hopf factors of a random walk225 cited
  • 1998Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models176 cited
  • 1976On Regenerative Processes in Queueing Theory169 cited
  • 1991A review ofL=?W and extensions132 cited
  • 1999Asymptotic results for multiplexing subexponential on-off processes129 cited
  • 1979Reneging Phenomena in Single Channel Queues121 cited
  • 1996Large deviations results for subexponential tails, with applications to insurance risk117 cited
  • 1965General customer impatience in the queue GI/G/1114 cited
  • 1977On up- and downcrossings114 cited
  • 1992A Storage Model with a Two-State Random Environment88 cited
  • 1999A Multiserver Queueing System with Impatient Customers72 cited
  • 1997Patterns of buffer overflow in a class of queues with long memory in the input stream

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72 cited

Cited by

  • 2007Loss Rates for Lévy Processes with Two Reflecting Barriers54 cited
  • 1999Subexponential loss rates in a GI/GI/1 queue with applications40 cited
  • 2001Steady-State Distribution of the Buffer Content for M/G/ infinity Input Fluid Queues32 cited
  • 2005Finite-Buffer Queues with Workload-Dependent Service and Arrival Rates27 cited
  • 2001On the asymptotic relationship between the overflow probability and the loss ratio26 cited
  • 2004Exact asymptotics for fluid queues fed by multiple heavy-tailed on–off flows21 cited
  • 2005ON AN EQUIVALENCE BETWEEN LOSS RATES AND CYCLE MAXIMA IN QUEUES AND DAMS18 cited
  • 2004Heavy-Traffic Limits for Loss Proportions in Single-Server Queues18 cited