Subexponential loss rate asymptotics for Lévy processes

DOI10.1007/s00186-010-0335-0zbMath1209.93139MaRDI QIDQ627456

Lars Nørvang Andersen

Publication date: 2 March 2011

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://pure.au.dk/ws/files/41927044/imf_thiele_2009_11.pdf

zbMATH Keywords

finite buffer; subexponential distributions; heavy tails; local times; Lévy process; loss rate; Pollaczeck-Khinchine formula

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

93E03: Stochastic systems in control theory (general)

Related Items

Tail asymptotics of the waiting time and the busy period for the \(\mathrm{M}/\mathrm{G}/1/K\) queues with subexponential service times, Optimal processing rate and buffer size of a jump-diffusion processing system, Loss rates in the single-server queue with complete rejection, 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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