A heavy traffic approximation for workload processes with heavy tailed service requirements
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Publication:3114649
DOI10.1287/MNSC.46.9.1236.12234zbMATH Open1232.90133OpenAlexW2163318713MaRDI QIDQ3114649FDOQ3114649
Authors: Gennady Samorodnitsky, Sidney I. Resnick
Publication date: 19 February 2012
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.46.9.1236.12234
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Cited In (7)
- On the transition from heavy traffic to heavy tails for the \(M/G/1\) queue: the regularly varying case
- Heavy-traffic asymptotics for the single-server queue with random order of service
- Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime
- Queueing approximation of suprema of spectrally positive Lévy process
- Heavy loads and heavy tails
- Gaussian queues in light and heavy traffic
- Small drift limit theorems for random walks
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