Tail asymptotics for M/G/1-type queueing processes with light-tailed increments
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Publication:5945387
DOI10.1016/S0167-6377(01)00061-XzbMath0991.60089MaRDI QIDQ5945387
Publication date: 28 August 2002
Published in: Operations Research Letters (Search for Journal in Brave)
60K25: Queueing theory (aspects of probability theory)
90B22: Queues and service in operations research
Related Items
Light-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type, Subexponential asymptotics of the stationary distributions of M/G/1-type Markov chains, Light-tailed asymptotics of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains, Asymptotics of the Invariant Measure of a Generalized Markov Branching Process, Light-Tailed Asymptotics of Stationary Tail Probability Vectors of Markov Chains of M/G/1 Type
Cites Work
- Extreme value theory for queues via cycle maxima
- Tail asymptotics for M/G/1 type queueing processes with subexponential increments
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- Asymptotics for steady-state tail probabilities in structured markov queueing models
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