Loss Rate Asymptotics in aGI/G/1 Queue with Finite Buffer

DOI10.1080/15326340500294637zbMath1087.60066OpenAlexW2022119767MaRDI QIDQ5711159

Mats Pihlsgård

Publication date: 9 December 2005

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340500294637

zbMATH Keywords

asymptoticsphase type distributionLundberg approximation

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Related Items

Packet loss characteristics for \(M/G/1/N\) queueing systems ⋮ Subexponential loss rate asymptotics for Lévy processes ⋮ Tail asymptotics of the waiting time and the busy period for the \(\mathrm{M}/\mathrm{G}/1/K\) queues with subexponential service times ⋮ Singular stochastic control model for algae growth management in dam downstream ⋮ Local martingales with two reflecting barriers ⋮ Lévy Processes with Two-Sided Reflection ⋮ On the Dynamics of Semimartingales with Two Reflecting Barriers

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Phase-type representations in random walk and queueing problems
• The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes
• Subexponential loss rates in a GI/GI/1 queue with applications
• Asymptotic Results for Buffer Systems under Heavy Load
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• On the asymptotic relationship between the overflow probability and the loss ratio
• ON AN EQUIVALENCE BETWEEN LOSS RATES AND CYCLE MAXIMA IN QUEUES AND DAMS
• Applied Probability and Queues
• A new look at the Moran dam
• Loss Rates for Lévy Processes with Two Reflecting Barriers
• Monotone Stochastic Recursions and their Duals
• Skorohod-Loynes characterizations of queueing, fluid, and inventory processes