On the asymptotic relationship between the overflow probability and the loss ratio

DOI10.1239/AAP/1011994032zbMATH Open0992.60044OpenAlexW2084843810MaRDI QIDQ4330067FDOQ4330067

Authors: Han S. Kim, Ness B. Shroff 

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

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zbMATH Keywords

loss ratiooverflow probabilityasymptotic relationship

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Queueing theory (aspects of probability theory) (60K25)

Cited In (12)

• On the dynamics of semimartingales with two reflecting barriers
• Approximating the departure and the overflow processes from aG/G/Kloss system
• Asymptotic loss probability in a finite buffer fluid queue with heterogeneous heavy-tailed on-off processes
• Local martingales with two reflecting barriers
• Asymptotic Results for Buffer Systems under Heavy Load
• SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation
• Loss Rate Asymptotics in aGI/G/1 Queue with Finite Buffer
• Lévy processes with two-sided reflection
• Properties of functions of the excess of loss retention limit with applications
• SDEs with two reflecting barriers driven by optional processes with regulated trajectories
• Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection
• Subexponential loss rate asymptotics for Lévy processes

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