Tail asymptotics of the M/G/ model
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Publication:4906408
DOI10.1080/15326349.2011.542730zbMATH Open1311.60106OpenAlexW2101307062MaRDI QIDQ4906408FDOQ4906408
Authors: Piotr Żuraniewski, M. R. H. Mandjes 
Publication date: 11 February 2013
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349.2011.542730
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Cites Work
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- On Deviations of the Sample Mean
- On Large Deviations from the Invariant Measure
- Large deviations for a general class of random vectors
- A theorem about probabilities of large deviations with an application to queuing theory
- Sample-path large deviations for tandem and priority queues with Gaussian inputs
- Approximations for compound Poisson and Pólya processes
- A unified formulation of the central limit theorem for small and large deviations from the mean
Cited In (4)
- Evaluation of observables in the Gaussian \(N=\infty\) Kazakov-Migdal model
- The \(M/G/\infty\) system revisited: finiteness, summability, long range dependence, and reverse engineering
- Exact asymptotics in an infinite-server system with overdispersed input
- On the tvGARCH(1,1) model: existence, CLT, and tail index
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