Convergence rates for M/G/1 queues and ruin problems with heavy tails
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Publication:3122880
DOI10.2307/3214995zbMATH Open0881.60081OpenAlexW4254756464MaRDI QIDQ3122880FDOQ3122880
Publication date: 3 February 1998
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214995
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- scientific article; zbMATH DE number 2148018
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Cited In (13)
- Performance analysis with truncated heavy-tailed distributions
- Sampling at subexponential times, with queueing applications
- Finite-time ruin probabilities using bivariate Laguerre series
- Failure rates of regenerative systems with heavy tails
- Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times
- Explicit convergence rates of the embedded \(\mathrm{M}/\mathrm{G}/1\) queue
- Title not available (Why is that?)
- Convergence rates in monotone separable stochastic networks
- Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes
- On the convergence rate for queueing and reliability models described by regenerative processes
- Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
- The probability of ruin in finite time
- Calculating the \(M/G/1\) busy-period density and LIFO waiting-time distribution by direct numerical transform inversion
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