Exact buffer overflow calculations for queues via martingales

Queueing Systems

Volumn 42, Issue 1, 2002, Pages 63-90

  Asmussen, Søren ^a   Jobmann, Manfred ^b   Schwefel, Hans Peter ^c  

^a LUND UNIVERSITY   (Sweden)

^b TECHNICAL UNIVERSITY OF MUNICH   (Germany)

^c SIEMENS AG   (Germany)

Author keywords

Exponential martingale; Extreme value theory; L vy process; Local time; Markov modulation; Martingale; Power tail; Queue length; Regenerative process; Wald martingale

Indexed keywords

LAPLACE TRANSFORMS;

EXPONENTIAL MARTINGALE; EXTREME VALUE THEORY; LOCAL TIME; MARKOV MODULATION; MARTINGALE; POWER TAIL; QUEUE LENGTHS; REGENERATIVE PROCESS; WALD MARTINGALE;

QUEUEING THEORY;

EID: 0036362030     PISSN: 02570130     EISSN: 15729443     Source Type: Journal    
DOI: 10.1023/A:1019994728099     Document Type: Article

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