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

DOI10.1239/AAP/1011994032zbMath0992.60044OpenAlexW2084843810MaRDI QIDQ4330067

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

zbMATH Keywords

overflow probabilityloss ratioasymptotic relationship

Mathematics Subject Classification ID

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

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SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation ⋮ Subexponential loss rate asymptotics for Lévy processes ⋮ Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection ⋮ Loss Rate Asymptotics in aGI/G/1 Queue with Finite Buffer ⋮ Local martingales with two reflecting barriers ⋮ Lévy Processes with Two-Sided Reflection ⋮ On the Dynamics of Semimartingales with Two Reflecting Barriers

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