Regular Variation in a Fixed-Point Problem for Single- and Multiclass Branching Processes and Queues
Probability
2018-02-15 v3
Abstract
Tail asymptotics of the solution to a fixpoint problem of type is derived under heavy-tailed conditions allowing both dependence between and and the tails to be of the same order of magnitude. Similar results are derived for a -class version with applications to multitype branching processes and busy periods in multiclass queues.
Keywords
Cite
@article{arxiv.1709.05140,
title = {Regular Variation in a Fixed-Point Problem for Single- and Multiclass Branching Processes and Queues},
author = {Søren Asmussen and Sergey Foss},
journal= {arXiv preprint arXiv:1709.05140},
year = {2018}
}
Comments
19 pages, 1 figure