Tail asymptotics for M/G/1-type queueing processes with light-tailed increments

DOI10.1016/S0167-6377(01)00061-XzbMath0991.60089MaRDI QIDQ5945387

Jakob R. Møller

Publication date: 28 August 2002

Published in: Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

exponential change of measureM/G/1-type queuestail asymptotics

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Related Items (7)

Light-tailed asymptotics of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains ⋮ Unnamed Item ⋮ Asymptotics of the Invariant Measure of a Generalized Markov Branching Process ⋮ Subexponential asymptotics of the stationary distributions of M/G/1-type Markov chains ⋮ Light-Tailed Asymptotics of Stationary Tail Probability Vectors of Markov Chains of M/G/1 Type ⋮ Light-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type ⋮ Subexponential asymptotics of asymptotically block-Toeplitz and upper block-Hessenberg Markov chains

Cites Work

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• Extreme value theory for queues via cycle maxima
• Tail asymptotics for M/G/1 type queueing processes with subexponential increments
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Asymptotics for steady-state tail probabilities in structured markov queueing models

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