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Volumn 34, Issue 1, 1997, Pages 208-212

Stationary M/G/1 excursions in the presence of heavy tails

Author keywords

Excursion; Overshoot; Palm theory; Queueing theory; Regular variation; Spatially homogeneous process; Subexponential distribution

Indexed keywords

MATHEMATICAL MODELS; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; STATISTICAL METHODS;

EID: 0031082733     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0021900200100828     Document Type: Article
Times cited : (11)

References (13)
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    • Abate, J.1    Choudhury, G.L.2    Whitt, W.3
  • 2
    • 84958313722 scopus 로고
    • Asymptotics for steady-state tail probabilities in structured Markov queueing models
    • ABATE, J., CHOUDHURY, G. L. AND WHITT, W. (1994) Asymptotics for steady-state tail probabilities in structured Markov queueing models. Stoch. Models 10, 99-173.
    • (1994) Stoch. Models , vol.10 , pp. 99-173
    • Abate, J.1    Choudhury, G.L.2    Whitt, W.3
  • 4
    • 0002944036 scopus 로고
    • Estimates for the probability of ruin with special emphasis on the possibility of large claims
    • EMBRECHTS, P. AND VERAVERBEKE, N. (1982) Estimates for the probability of ruin with special emphasis on the possibility of large claims. Insurance: Math. Econ. 1, 55-72.
    • (1982) Insurance: Math. Econ. , vol.1 , pp. 55-72
    • Embrechts, P.1    Veraverbeke, N.2
  • 5
    • 58149363078 scopus 로고
    • Excursions of the workload process in G/GI/1 queues
    • (to appear)
    • GUILLEMIN, F. M. AND MAZUMDAR, R. R. (1995) Excursions of the workload process in G/GI/1 queues. Stoch. Proc. Appl. (to appear).
    • (1995) Stoch. Proc. Appl.
    • Guillemin, F.M.1    Mazumdar, R.R.2
  • 6
    • 0001001934 scopus 로고
    • Subexponential distributions and exponential tails
    • KLÜPPELBERG, C. (1988) Subexponential distributions and exponential tails. J. Appl. Prob. 25, 132-141.
    • (1988) J. Appl. Prob. , vol.25 , pp. 132-141
    • Klüppelberg, C.1
  • 7
    • 0001251080 scopus 로고
    • Subexponential distributions and characterizations of related classes
    • KLÜPPELBERG, C. (1989) Subexponential distributions and characterizations of related classes. Prob. Theory Rel. Fields 82, 259-269.
    • (1989) Prob. Theory Rel. Fields , vol.82 , pp. 259-269
    • Klüppelberg, C.1
  • 8
    • 38249007270 scopus 로고
    • Estimation of ruin probabilities by means of hazard rates
    • KLÜPPELBERG, C. (1989) Estimation of ruin probabilities by means of hazard rates. Insurance: Math. Econ. 8, 279-285.
    • (1989) Insurance: Math. Econ. , vol.8 , pp. 279-285
    • Klüppelberg, C.1
  • 9
    • 0040067001 scopus 로고
    • Profile curves for the M/G/1 queue with group arrivals
    • NEUTS, M. F. (1988) Profile curves for the M/G/1 queue with group arrivals. Stoch. Models 4, 277-298.
    • (1988) Stoch. Models , vol.4 , pp. 277-298
    • Neuts, M.F.1
  • 10
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    • Personal communication
    • NEUTS, M. F. (1995) Personal communication.
    • (1995)
    • Neuts, M.F.1
  • 11
    • 0039475211 scopus 로고
    • Stationary excursions
    • Seminaire de Probabilites XII. Springer, Berlin
    • PITMAN, J. W. (1995) Stationary excursions. Seminaire de Probabilites XII. (Lecture Notes in Mathematics 1247.) Springer, Berlin. pp 289-302.
    • (1995) Lecture Notes in Mathematics , vol.1247 , pp. 289-302
    • Pitman, J.W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.