On the tail asymptotics of the area swept under the Brownian storage graph

DOI10.3150/12-BEJ491zbMath1314.60148arXiv1403.1665MaRDI QIDQ2448698

Marek Arendarczyk, Krzysztof Dȩbicki, M. R. H. Mandjes

Publication date: 5 May 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.1665

zbMATH Keywords

Laplace transform; asymptotics; queueing systems; workload process

Mathematics Subject Classification ID

60K25: Queueing theory (aspects of probability theory)

Related Items

Asymptotic results for certain first-passage times and areas of renewal processes, The Cramér-Lundberg model with a fluctuating number of clients, Large deviations for the empirical mean of an M/M/\(1\) queue, On the infimum attained by the reflected fractional Brownian motion

Cites Work

• Large deviations for the empirical mean of an M/M/\(1\) queue
• Large deviations for random walks under subexponentiality: The big-jump domain
• Large deviation asymptotics and control variates for simulating large functions
• Introductory lectures on fluctuations of Lévy processes with applications.
• Stochastic simulation: Algorithms and analysis
• Large Deviations for Gaussian Queues
• On the integral of the workload process of the single server queue
• Control Techniques for Complex Networks
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item