Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations

DOI10.1007/s11134-011-9242-1zbMath1275.60037arXiv1102.1095OpenAlexW2118574840MaRDI QIDQ383194

Zbigniew Palmowski, Rafał Kulik

Publication date: 25 November 2013

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

Full work available at URL: https://arxiv.org/abs/1102.1095

zbMATH Keywords

areaworkloadrisk processbusy periodqueueing process

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) General theory of stochastic processes (60G07)

Related Items (4)

Tail asymptotics for busy periods ⋮ Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments ⋮ Local asymptotics for the area under the random walk excursion ⋮ Statistics of the first passage area functional for an Ornstein–Uhlenbeck process

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