Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times

被引：43

作者：

Baltrunas, A

Daley, DJ

Klüppelberg, C

机构：

[1] Tech Univ Munich, Ctr Math Sci, D-81373 Garching, Germany

[2] Inst Math & Informat, Vilnius, Lithuania

[3] Australian Natl Univ, Ctr Math & Applicat, MSI, Canberra, ACT 0200, Australia

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2004年 / 111卷 / 02期

关键词：

GI/GI/1; queue; busy period; subexponential distribution; transient random walk; precise large deviations;

D O I：

10.1016/j.spa.2004.01.005

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：

This paper considers a stable GI/GI/1 queue with subexponential service time distribution. Under natural assumptions we derive the tail behaviour of the busy period of this queue. We extend the results known for the regular variation case under minimal conditions. Our method of proof is based on a large deviations result for subexponential distributions. (C) 2004 Elsevier B.V. All rights reserved.

引用

页码：237 / 258

页数：22

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