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Uniform Approximations for the M/G/1 Queue with Subexponential Processing Times
Uniform approximations M/G/1 queue subexponential distributions heavy traffi c heavy tails Cram′er series
2015/7/6
This paper studies the asymptotic behavior of the steady-state waiting time, W∞, of the M/G/1 queue with subexponenential processing times for different combinations of traffic intensities and overflo...
Tail probabilities for a risk process with subexponential jumps in a regenerative and diffusion environment
Ruin probability Cox process diffusion process exponential change of measure
2009/9/21
In this paper we fmd a nonexponential Lundberg approximation
of the ruin probability in a Cox model, in which a governing
process has a regenerative structure and claims are light-tailed or
have an...