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Large deviations and overflow probabilities for the general single-server queue, with applications
2 references·16 citing·37 second hop
Large deviations and overflow probabilities for the general single-server queue, with applications (1995)Large deviations and overflow probabiliti…Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Stability, queue length, and …A storage model with self-similar input (1994)A storage model with self-sim…Risk Processes with Non-stationary Hawkes Claims Arrivals (2008)Risk Processes with Non-stati…Ruin probabilities and aggregrate claims distributions for shot noise Cox processes (2006)Ruin probabilities and aggreg…On Ultimate Ruin in a Delayed-Claims Risk Model (2005)On Ultimate Ruin in a Delayed…Extremes of Gaussian processes over an infinite horizon (2004)Extremes of Gaussian processe…M|G|∞ input processes: a versatile class of models for network traffic (2002)M|G|∞ input processes: a vers…A most probable path approach to queueing systems with general Gaussian input (2002)A most probable path approach…Sample path large deviations for queues with many inputs (2001)Sample path large deviations …Loss probability calculations and asymptotic analysis for finite buffer multiplexers (2001)Loss probability calculations…Cell loss asymptotics for buffers fed with a large number of independent stationary sources (1999)Cell loss asymptotics for buf…Asymptotic results for multiplexing subexponential on-off processes (1999)Asymptotic results for multip…A multifractal wavelet model with application to network traffic (1999)A multifractal wavelet model …Wavelet analysis of long-range-dependent traffic (1998)Wavelet analysis of long-rang…Fluid queues with long-tailed activity period distributions (1998)Fluid queues with long-tailed…A central-limit-theorem-based approach for analyzing queue behavior in high-speed networks (1998)A central-limit-theorem-based…Heavy traffic analysis of a storage model with long range dependent On/Off sources (1996)Heavy traffic analysis of a s…Large deviations, the shape of the loss curve, and economies of scale in large multiplexers (1995)Large deviations, the shape o…Effective bandwidths at multi-class queues (1991)Large Deviations for Small Buffers: An Insensitivity Result (2001)Exact overflow asymptotics for queues with many Gaussian inputs (2003)Stochastic Theory of a Data-Handling System with Multiple Sources (1982)A Stackelberg Network Game with a Large Number of Followers (2002)A Guide to Simulation (1983)New results on the single server queue with a batch markovian arrival process (1991)Queueing analysis of high-speed multiplexers including long-range dependent arrival processes (1999)Use of the supremum distribution of Gaussian Processes in queueing analysis with long-range Dependence and self-similarity (2000)Most probable paths and performance formulae for buffers with gaussian input traffic (2002)Fractional Brownian Motions, Fractional Noises and Applications (1968)ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (1995)Statistics for Long-Memory Processes. (1996)Stock market prices and long-range dependence (1999)The stability of a queue with non-independent inter-arrival and service times (1962)Comparison Methods for Queues and Other Stochastic Models. (1986)Logarithmic asymptotics for steady-state tail probabilities in a single-server queue (1994)Fast simulation of rare events in queueing and reliability models (1995)The Single Server Queue (1983)On the asymptotic relationship between the overflow probability and the loss ratio (2001)QoS Analysis of Queuing Systems with Self-Similar Traffic and Heavy-Tailed Packet Sizes (2008)A two-class discrete-time queueing model with two dedicated servers and global FCFS service discipline (2012)Extremes and related properties of random sequences and processes (1984)Stochastic Flows and Stochastic Differential Equations (1998)Extremes of a certain class of Gaussian processes (1999)Conditional limit theorems for queues with Gaussian input, a weak convergence approach (2004)On the ruin probability for physical fractional Brownian motion (2004)Applied Probability and Queues (1987)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)Fractals and Scaling in Finance (1997)Scaling analysis of conservative cascades, with applications to network traffic (1999)Long-range dependence: now you see it, now you don't! (2003)Effect of Nonlinear Correlations on the Statistics of Return Intervals in Multifractal Data Sets (2007)A wavelet-based joint estimator of the parameters of long-range dependence (1999)
this work references cited by second hop

References

  • 1994A storage model with self-similar input848 cited
  • 1994Stability, queue length, and delay of deterministic and stochastic queueing networks815 cited

Cited by

  • 1998Wavelet analysis of long-range-dependent traffic957 cited
  • 1999A multifractal wavelet model with application to network traffic583 cited
  • 1995Large deviations, the shape of the loss curve, and economies of scale in large multiplexers244 cited
  • 2001Loss probability calculations and asymptotic analysis for finite buffer multiplexers134 cited
  • 1998A central-limit-theorem-based approach for analyzing queue behavior in high-speed networks132 cited
  • 1999Asymptotic results for multiplexing subexponential on-off processes129 cited
  • 1999Cell loss asymptotics for buffers fed with a large number of independent stationary sources95 cited
  • 2004Extremes of Gaussian processes over an infinite horizon86 cited
  • 2002M|G|∞ input processes: a versatile class of models for network traffic85 cited
  • 2005On Ultimate Ruin in a Delayed-Claims Risk Model83 cited
  • 2002A most probable path approach to queueing systems with general Gaussian input80 cited
  • 2008Risk Processes with Non-stationary Hawkes Claims Arrivals80 cited

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2006
Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
76 cited
  • 2001Sample path large deviations for queues with many inputs70 cited
  • 1998Fluid queues with long-tailed activity period distributions69 cited
  • 1996Heavy traffic analysis of a storage model with long range dependent On/Off sources69 cited