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

[41] Uniform Asymptotics of Ruin Probabilities for Levy Processes
Kelbert, M.
Sazonov, I.
Avram, F.
MARKOV PROCESSES AND RELATED FIELDS, 2012, 18 (04) : 681 - 692
[42] Exact asymptotics of Gaussian-driven tandem queues
Krzysztof Dȩbicki
Queueing Systems, 2022, 100 : 285 - 287
[43] Asymptotics of queue length distributions in priority retrial queues
Walraevens, Joris
Claeys, Dieter
Tuan Phung-Duc
PERFORMANCE EVALUATION, 2018, 127 : 235 - 252
[44] Tail Asymptotics of Two Parallel Queues with Transfers of Customers
Jiang T.
Liu L.-W.
Journal of the Operations Research Society of China, 2016, 4 (3) : 335 - 346
[45] Asymptotics for the spectrum of a fluid/structure hybrid system arising in the control of noise
Micu, S
Zuazua, E
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 1998, 29 (04) : 967 - 1001
[46] TAIL ASYMPTOTICS OF FLUID QUEUES IN A DISTRIBUTED SERVER SYSTEM FED BY A HEAVY-TAILED ON-OFF FLOW
Lee, Byeongchan
Yoon, Jonghun
Shin, Yang Woo
Hwang, Ganguk
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2016, 12 (02) : 637 - 652
[47] Sojourns of fractional Brownian motion queues: transient asymptotics
Krzysztof Dȩbicki
Enkelejd Hashorva
Peng Liu
Queueing Systems, 2023, 105 : 139 - 170
[48] Asymptotics in priority queues: from finite to infinite capacities
Joris Walraevens
Queueing Systems, 2022, 100 : 361 - 363
[49] Sojourns of fractional Brownian motion queues: transient asymptotics
Debicki, Krzysztof
Hashorva, Enkelejd
Liu, Peng
QUEUEING SYSTEMS, 2023, 105 (1-2) : 139 - 170
[50] Exact overflow asymptotics for queues with many Gaussian inputs
Debicki, K
Mandjes, M
JOURNAL OF APPLIED PROBABILITY, 2003, 40 (03) : 704 - 720

← 1 2 3 4 5 →