Stationary M/G/1 excursions in the presence of heavy tails

DOI10.2307/3215187zbMath0876.60080OpenAlexW4244412268MaRDI QIDQ4339260

Claudia Klüppelberg, Soren Asmussen

Publication date: 10 November 1997

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215187

zbMATH Keywords

regular variationqueueing theorysubexponential distributionovershootPalm theoryexcursionspatially homogeneous process

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Sample path properties (60G17)

Related Items

Extreme values statistics for Markov chains via the (pseudo-) regenerative method ⋮ Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities ⋮ Loss rates in the single-server queue with complete rejection