ASYMPTOTICS OF HYBRID FLUID QUEUES WITH LEVY INPUT

被引：0

作者：

Debicki, Krzysztof ^{[1
]}

Sierpinska, Iwona ^{[1
]}

Zwart, Bert ^{[2
,3
]}

机构：

[1] Univ Wroclaw, Inst Matemat, PL-50384 Wroclaw, Poland

[2] Vrije Univ Amsterdam, EURANDOM, CWI, Amsterdam, Netherlands

[3] Georgia Inst Technol, Atlanta, GA 30332 USA

来源：

JOURNAL OF APPLIED PROBABILITY | 2013年 / 50卷 / 01期

基金：

美国国家科学基金会;

关键词：

Exact asymptotics; Levy process; fluid model; queue; REDUCED-LOAD EQUIVALENCE; ON-OFF PROCESSES; TAIL ASYMPTOTICS; SUBEXPONENTIALITY; PROBABILITIES; SUPREMUM; MODELS; RISK;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let {X (t): t is an element of R} be the integrated on-off process with regularly varying on-periods, and let {Y (t): t is an element of R} be a centered Levy process with regularly varying positive jumps (independent of X(.)). We study the exact asymptotics of P(sup(t >= 0){X(t) + Y(t) - ct} > u) as u -> infinity, with special attention to the case r = c, where r is the increase rate of the on-off process during the on-periods.

引用

下载

页码：103 / 113

页数：11

共 50 条

[1] TRANSIENT ASYMPTOTICS OF LEVY-DRIVEN QUEUES
Debicki, Krzysztof
Es-Saghouani, Abdelghafour
Mandjes, Michel
JOURNAL OF APPLIED PROBABILITY, 2010, 47 (01) : 109 - 129
[2] Queues with Levy input and hysteretic control
Bekker, R.
QUEUEING SYSTEMS, 2009, 63 (1-4) : 281 - 299
[3] Speed of convergence to the quasi-stationary distribution for Levy input fluid queues
Palmowski, Zbigniew
Vlasiou, Maria
QUEUEING SYSTEMS, 2020, 96 (1-2) : 153 - 167
[4] Queues with delays in two-state strategies and Levy input
Bekker, R.
Boxma, O. J.
Kella, O.
JOURNAL OF APPLIED PROBABILITY, 2008, 45 (02) : 314 - 332
[5] A Levy input fluid queue with input and workload regulation
Palmowski, Zbigniew
Vlasiou, Maria
Zwart, Bert
QUEUEING SYSTEMS, 2014, 76 (01) : 21 - 36
[6] A simple approach for analyzing feedback vacation queues with levy input process
Lee, TYS
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1997, 96 (02) : 299 - 316
[7] On the Effective Envelopes for Fluid Queues with Gaussian Input
Lukashenko, Oleg
Morozov, Evsey
Pagano, Michele
DISTRIBUTED COMPUTER AND COMMUNICATION NETWORKS, 2014, 279 : 178 - 189
[8] Tail asymptotics for a Levy-driven tandem queue with an intermediate input
Miyazawa, Masakiyo
Rolski, Tomasz
QUEUEING SYSTEMS, 2009, 63 (1-4) : 323 - 353
[9] Synchronized Levy queues
Kella, Offer
Boxma, Onno
JOURNAL OF APPLIED PROBABILITY, 2020, 57 (04) : 1222 - 1233
[10] Exact Solution to Tandem Fluid Queues with Controlled Input
Sophia, S.
Vijayakumar, A.
STOCHASTIC ANALYSIS AND APPLICATIONS, 2015, 33 (01) : 21 - 39

← 1 2 3 4 5 →