English

Dominant poles and tail asymptotics in the critical Gaussian many-sources regime

Probability 2015-12-18 v1

Abstract

The dominant pole approximation (DPA) is a classical analytic method to obtain from a generating function asymptotic estimates for its underlying coefficients. We apply DPA to a discrete queue in a critical many-sources regime, in order to obtain tail asymptotics for the stationary queue length. As it turns out, this regime leads to a clustering of the poles of the generating function, which renders the classical DPA useless, since the dominant pole is not sufficiently dominant. To resolve this, we design a new DPA method, which might also find application in other areas of mathematics, like combinatorics, particularly when Gaussian scalings related to the central limit theorem are involved.

Keywords

Cite

@article{arxiv.1512.05505,
  title  = {Dominant poles and tail asymptotics in the critical Gaussian many-sources regime},
  author = {A. J. E. M. Janssen and Johan S. H. van Leeuwaarden},
  journal= {arXiv preprint arXiv:1512.05505},
  year   = {2015}
}