How to measure the accuracy of the subexponential approximation for the stationary single server queue

DOI10.1007/s11134-011-9243-0zbMath1275.60083OpenAlexW2058106784MaRDI QIDQ383190

Dmitrii Korshunov

Publication date: 25 November 2013

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-011-9243-0

zbMATH Keywords

large deviationsheavy tailslower and upper boundssubexponential distributionaccuracy of approximationFCFS single server queueintegrated tail distributionlong tailed distributionstationary waiting time

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Large deviations (60F10)

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Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis

Cites Work

• Markov chains and stochastic stability
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• On distribution tail of the maximum of a random walk
• Second-order asymptotics for the ruin probability in the case of very large claims
• An Introduction to Heavy-Tailed and Subexponential Distributions
• Asymptotic Analysis of Random Walks
• On the tails of waiting-time distributions
• Applied Probability and Queues
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