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.
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页码：103 / 113
页数：11
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