Exact waiting time and queue size distributions for equilibrium \(M/G/1\) queues with Pareto service

DOI10.1007/s11134-007-9052-7zbMath1172.90365OpenAlexW2057872562MaRDI QIDQ2479859

Colin M. Ramsay

Publication date: 3 April 2008

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

Full work available at URL: https://doi.org/10.1007/s11134-007-9052-7

zbMATH Keywords

Laplace transformKummer functionPollaczek-Khinchin formulaHeavy trafficGeneralized exponential integralHeavy-tailPower-tailSteady-state queue

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Laplace transform (44A10) Integral transforms of special functions (44A20)

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Calculation of ruin probabilities for a dense class of heavy tailed distributions, Refined tail asymptotic properties for the \(M^X/G/1\) retrial queue, Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims, On ruin probability and aggregate claim representations for Pareto claim size distributions, ON SUMS OF INDEPENDENT GENERALIZED PARETO RANDOM VARIABLES WITH APPLICATIONS TO INSURANCE AND CAT BONDS, The distribution of compound sums of Pareto distributed losses, Ruin probabilities by Padé's method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails

Cites Work

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