English

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 RR to a fixpoint problem of type R=stQ+1NRmR =_{st} Q + \sum_1^N R_m is derived under heavy-tailed conditions allowing both dependence between QQ and NN and the tails to be of the same order of magnitude. Similar results are derived for a KK-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

R2 v1 2026-06-22T21:44:10.235Z