On the asymptotic relationship between the overflow probability and the loss ratio
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Publication:4330067
DOI10.1239/aap/1011994032zbMath0992.60044MaRDI QIDQ4330067
Publication date: 18 September 2002
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1011994032
60G15: Gaussian processes
60G70: Extreme value theory; extremal stochastic processes
60K25: Queueing theory (aspects of probability theory)
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