Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues

DOI10.1007/s00186-010-0321-6zbMath1210.60097MaRDI QIDQ604808

Bert Zwart, Jose H. Blanchet

Publication date: 12 November 2010

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-010-0321-6

zbMATH Keywords

renewal theory; queueing theory; risk models; queues and service

Mathematics Subject Classification ID

60K25: Queueing theory (aspects of probability theory)

90B22: Queues and service in operations research

60K05: Renewal theory

Related Items

On the accuracy of phase-type approximations of heavy-tailed risk models, Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics, Functional sensitivity analysis of ruin probability in the classical risk models, Quasi-stationary asymptotics for perturbed semi-Markov processes in discrete time, Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis, Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes, Improved Asymptotics for Ruin Probabilities, Asymptotics of Ruin Probabilities for Perturbed Discrete Time Risk Processes

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