Related papers: Tail Asymptotics for a Retrial Queue with Bernoull…
We consider two independent random variables with the given tail asymptotic (e.g. power or exponential). We find tail asymptotic for their sum and product. This is done by some cumbersome but purely technical computations and requires the…
The asymptotic decay rate of the sojourn time of a customer in the stationary M/G/1 queue under the Foreground Background (FB) service discipline is studied. The FB discipline gives service to those customers that have received the least…
In this paper, we propose a kernel method for exact tail asymptotics of a random walk to neighborhoods in the quarter plane. This is a two-dimensional method, which does not require a determination of the unknown generating function(s).…
This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the…
Consider a sequence of i.i.d. random Lipschitz functions $\{\Psi_n\}_{n \geq 0}$. Using this sequence we can define a Markov chain via the recursive formula $R_{n+1} = \Psi_{n+1}(R_n)$. It is a well known fact that under some mild moment…
We consider an $M/M/1$ queueing system with impatient customers with multiple and single vacations. It is assumed that customers are impatient whenever the state of the server. We derive the probability generating functions of the number of…
Proliferating cell populations at steady state growth often exhibit broad protein distributions with exponential tails. The sources of this variation and its universality are of much theoretical interest. Here we address the problem by…
We study a multiclass M/M/1 queueing control problem with finite buffers under heavy-traffic where the decision maker is uncertain about the rates of arrivals and service of the system and by scheduling and admission/rejection decisions…
We study the short-time asymptotics of conditional expectations of smooth and non-smooth functions of a (discontinuous) Ito semimartingale; we compute the leading term in the asymptotics in terms of the local characteristics of the…
In join the shortest queue networks, incoming jobs are assigned to the shortest queue from among a randomly chosen subset of $D$ queues, in a system of $N$ queues; after completion of service at its queue, a job leaves the network. We also…
The semimartingale reflecting Brownian motion (SRBM) can be a heavy traffic limit for many server queueing networks. Asymptotic properties for stationary probabilities of the SRBM have attracted a lot of attention recently. However, many…
Random deflated risk models have been considered in recent literatures. In this paper, we investigate second-order tail behavior of the deflated risk X=RS under the assumptions of second-order regular variation on the survival functions of…
The tail-dependence compatibility problem is introduced. It raises the question whether a given $d\times d$-matrix of entries in the unit interval is the matrix of pairwise tail-dependence coefficients of a $d$-dimensional random vector.…
Let $X_1,\dots,X_n$ be independent normal random variables with $X_i\sim N(\mu_i,\sigma_i^2)$, and set $Z=\prod_{i=1}^n X_i$. We derive asymptotic approximations for the right tail probability $\mathbb{P}(Z>x)$ as $x\to\infty$. When at…
This paper provides the asymptotic analysis of the loss probability in the $GI/M/1/n$ queueing system as $n$ increases to infinity. The approach of this paper is alternative to that of the recent papers of Choi and Kim [2000] and Choi et al…
We develop accurate approximations of the delay distribution of the MArP/G/1 queue that cap- ture the exact tail behavior and provide bounded relative errors. Motivated by statistical analysis, we consider the service times as a mixture of…
We study the asymptotic tail behaviour of the first-passage time over a moving boundary for asymptotically $\alpha$-stable L\'evy processes with $\alpha<1$. Our main result states that if the left tail of the L\'evy measure is regularly…
We analyze an M/M/1 queue with a service discipline in which customers, upon arriving when the server is busy, search a sequence of stations for a vacant station at which to wait, and in which the server, upon becoming free when one or more…
We consider a two dimensional skip-free reflecting random walk on a nonnegative integer quadrant. We are interested in the tail asymptotics of its stationary distribution, provided its existence is assumed. We derive exact tail asymptotics…
We study a vacation-type queueing model, and a single-server multi-queue polling model, with the special feature of retrials. Just before the server arrives at a station there is some deterministic glue period. Customers (both new arrivals…